Pages that link to "Item:Q5937005"

The following pages link to Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient (Q5937005):

Displaying 18 items.

• Testing self-similarity through Lamperti transformations (Q321448) (← links)
• A strong convergence to the Rosenblatt process (Q412475) (← links)
• A weak convergence to Hermite process by martingale differences (Q471627) (← links)
• The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
• Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
• Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
• Estimation of Hurst exponent revisited (Q1020115) (← links)
• Variations and Hurst index estimation for a Rosenblatt process using longer filters (Q1952030) (← links)
• Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
• Weak convergence to Rosenblatt sheet (Q2355255) (← links)
• Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
• ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043) (← links)
• Approximation of the Rosenblatt process by semimartingales (Q4975166) (← links)
• Non symmetric Rosenblatt process over a compact (Q5079152) (← links)
• <i>p^th</i> Moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and poisson jumps with impulses (Q5086531) (← links)
• Analysis of the Rosenblatt process (Q5190284) (← links)
• Asymptotic behaviour of mild solution of nonlinear stochastic partial functional equations (Q5225908) (← links)
• Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)