Pages that link to "Item:Q1940241"
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The following pages link to Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241):
Displaying 19 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (Q493615) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003) (← links)
- Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes (Q2105070) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Hurst function estimation (Q2196195) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space (Q4584666) (← links)
- Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions (Q5000394) (← links)
- On local path behavior of Surgailis multifractional processes (Q5080402) (← links)
- Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206) (← links)
- HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
- Statistical Estimation for a Class of Self‐Regulating Processes (Q5251490) (← links)
