Pages that link to "Item:Q4674487"
From MaRDI portal
The following pages link to Statistical study of the wavelet analysis of fractional Brownian motion (Q4674487):
Displaying 19 items.
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- 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)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Detecting abrupt changes of the long-range dependence or the self-similarity of a Gaussian process (Q935366) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies (Q1955297) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391) (← links)
- MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)