Pages that link to "Item:Q1366451"

The following pages link to Quadratic variations and estimation of the local Hölder index of a Gaussian process (Q1366451):

Displaying 50 items.

• Estimation of the linear fractional stable motion (Q98645) (← links)
• Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
• Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• Global smoothness estimation of a Gaussian process from general sequence designs (Q405335) (← links)
• Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
• Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
• Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
• 2D wavelet-based spectra with applications (Q452673) (← links)
• Measuring the roughness of random paths by increment ratios (Q453302) (← links)
• Estimating the order of mean-square derivatives with quadratic variations (Q453781) (← links)
• The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
• Identification of nonstandard multifractional Brownian motions under white noise by multiscale local variations of its sample paths (Q474129) (← links)
• Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
• Asymptotic properties of MLE for partially observed fractional diffusion system (Q625313) (← links)
• A wavelet characterization for the upper global Hölder index (Q692623) (← links)
• Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
• Consistent estimates of deformed isotropic Gaussian random fields on the plane (Q834342) (← links)
• Identification of multifractional Brownian motion (Q850716) (← links)
• Estimation of number of the derivatives of a Gaussian process (Q869469) (← links)
• Quadratic variations of spherical fractional Brownian motions (Q875908) (← links)
• A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
• Estimating the Hurst parameter (Q882909) (← links)
• Identifying the anisotropical function of a \(d\)-dimensional Gaussian self-similar process with stationary increments (Q882911) (← links)
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
• Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595) (← links)
• On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
• Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
• Assessing the number of mean square derivatives of a Gaussian process (Q952829) (← links)
• Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
• Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
• Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
• Identifying the multifractional function of a Gaussian process (Q1273015) (← links)
• Precision of systematic sampling and transitive methods (Q1298873) (← links)
• Estimation of the local regularity index of a sample path (Q1598478) (← links)
• Quadratic variation for Gaussian processes and application to time deformation (Q1613618) (← links)
• Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Bayesian approach to Hurst exponent estimation (Q1707059) (← links)
• On roughness indices for fractional fields (Q1769780) (← links)
• Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. (Q1879937) (← links)
• On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
• Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
• Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
• Estimating self-similarity through complex variations (Q1950866) (← links)
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion (Q1951985) (← links)