Pages that link to "Item:Q2787468"

The following pages link to Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes (Q2787468):

Displaying 15 items.

• Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
• Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders (Q402492) (← links)
• Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process (Q406502) (← links)
• Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
• Regularization and integral representations of Hermite processes (Q613203) (← links)
• Estimating self-similarity through complex variations (Q1950866) (← links)
• Limiting behavior of large correlated Wishart matrices with chaotic entries (Q2040053) (← links)
• Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
• The least squares estimator for an Ornstein-Uhlenbeck process driven by a Hermite process with a periodic mean (Q2154861) (← links)
• Parameter identification for the Hermite Ornstein-Uhlenbeck process (Q2194047) (← links)
• Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
• Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes (Q4584279) (← links)
• Asymptotic theory for the detection of mixing in anomalous diffusion (Q5000210) (← links)
• Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields (Q5109851) (← links)
• Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)