The following pages link to (Q4407622):
Displaying 30 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)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← 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)
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
- Different possible behaviors of wavelet leaders of the Brownian motion (Q2322601) (← 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)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Quantification of fracture roughness by change probabilities and Hurst exponents (Q2676484) (← links)
- Multipartite entanglement and purity dynamics in channels influenced by fractional Gaussian noise (Q2678799) (← links)
- Probing tripartite entanglement and coherence dynamics in pure and mixed independent classical environments (Q2685624) (← 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)
- Probabilistic analysis of recurrence plots generated by fractional Gaussian noise (Q4685038) (← links)
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- A new process for modeling heartbeat signals during exhaustive run with an adaptive estimator of its fractal parameters (Q5127041) (← links)
- A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe (Q5138025) (← links)
