Pages that link to "Item:Q582678"
From MaRDI portal
The following pages link to Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process) (Q582678):
Displayed 38 items.
- A Berry-Esséen bound for \(H\)-variation of a Gaussian process (Q282135) (← links)
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- A central limit theorem for a weighted power variation of a Gaussian process (Q406621) (← links)
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Consistent estimates of deformed isotropic Gaussian random fields on the plane (Q834342) (← links)
- Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data (Q866638) (← links)
- Quadratic variations of spherical fractional Brownian motions (Q875908) (← links)
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations (Q892257) (← links)
- Variations and estimators for self-similarity parameters via Malliavin calculus (Q971934) (← links)
- Power variation for Gaussian processes with stationary increments (Q1019612) (← links)
- Quadratic variation for Gaussian processes and application to time deformation (Q1613618) (← links)
- On limit theory for Lévy semi-stationary processes (Q1708996) (← links)
- Identification of filtered white noises (Q1805757) (← links)
- Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
- Identification of space deformation using linear and superficial quadratic variations (Q1976515) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions (Q2073697) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- On the consistent separation of scale and variance for Gaussian random fields (Q2380092) (← links)
- Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences (Q2417012) (← links)
- Asymptotic theory for Brownian semi-stationary processes with application to turbulence (Q2447644) (← links)
- Functional limit theorems for generalized quadratic variations of Gaussian processes (Q2464852) (← links)
- High-frequency asymptotics for subordinated stationary fields on an abelian compact group (Q2476291) (← links)
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion (Q2485755) (← links)
- Identification of an isometric transformation of the standard Brownian sheet (Q2491857) (← links)
- Fluid heterogeneity detection based on the asymptotic distribution of the time-averaged mean squared displacement in single particle tracking experiments (Q3120051) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- Asymptotic theory for the detection of mixing in anomalous diffusion (Q5000210) (← links)
- One-step estimation for the fractional Gaussian noise at high-frequency (Q5140345) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift (Q5222453) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
