Pages that link to "Item:Q4701349"
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The following pages link to A wavelet-based joint estimator of the parameters of long-range dependence (Q4701349):
Displaying 50 items.
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Wavelet Fisher's information measure of \(1/f^\alpha\) signals (Q400933) (← links)
- Wavelet \(q\)-Fisher information for scaling signal analysis (Q406132) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- 2D wavelet-based spectra with applications (Q452673) (← links)
- A study of wavelet analysis and data extraction from second-order self-similar time series (Q460127) (← links)
- Reduced long-range dependence combining Poisson bursts with on-off sources (Q467899) (← links)
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise (Q609669) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Visualization and inference based on wavelet coefficients, SiZer and SiNos (Q1020702) (← links)
- Two approximation methods to synthesize the power spectrum of fractional Gaussian noise (Q1020907) (← links)
- \(p\)-exponent and \(p\)-leaders. II: Multifractal analysis. relations to detrended fluctuation analysis (Q1619240) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Nonlinear analysis of RED -- a comparative study (Q1766665) (← links)
- Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis (Q1784865) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
- Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation (Q2051545) (← links)
- Characterization of ionospheric total electron content data using wavelet-based multifractal formalism (Q2120455) (← links)
- Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models (Q2140429) (← links)
- Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms (Q2361182) (← links)
- Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models (Q2450534) (← links)
- Estimation of the Hurst parameter from discrete noisy data (Q2466677) (← 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)
- Kink estimation with correlated noise (Q2510642) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
- Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments (Q3120051) (← links)
- Impact of the periodicity and trend on the FD parameter estimation (Q3432731) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- On the Beneficial Impact of Strong Correlations for Anomaly Detection (Q3619667) (← links)
- On the Modeling of <i>C</i><i>O</i><sub>2</sub> EUA and CER Prices of EU‐ETS for the 2008–2012 Period (Q4624934) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Innovative methods for modeling of scale invariant processes (Q5160246) (← links)
- Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
- Adaptive wavelet decompositions of stationary time series (Q5391314) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
