The following pages link to (Q4407622):
Displayed 17 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter (Q608212) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes (Q1950908) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← links)
- Network traffic analysis using singular value decomposition and multiscale transforms (Q2456492) (← links)
- Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Estimation of self-similar Gaussian fields using wavelet transform (Q2788473) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance<sup>*</sup> (Q4416178) (← links)