Pages that link to "Item:Q930662"
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The following pages link to Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662):
Displaying 27 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size (Q411542) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Quantitative Breuer-Major theorems (Q544489) (← links)
- A wavelet characterization for the upper global Hölder index (Q692623) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Forecasting of time data with using fractional Brownian motion (Q1693943) (← links)
- Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes (Q1742730) (← links)
- On Hölder fields clustering (Q1936547) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- Expectiles for subordinated Gaussian processes with applications (Q1950818) (← links)
- On a covariance structure of some subset of self-similar Gaussian processes (Q2000134) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- Pathwise least-squares estimator for linear SPDEs with additive fractional noise (Q2136653) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- Hurst estimation for operator scaling random fields (Q2244601) (← links)
- Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process (Q2324339) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters (Q5419687) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Estimators of fractal dimension: assessing the roughness of time series and spatial data (Q5962692) (← links)
