Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
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Cites work
- Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market
- Anisotropic function spaces and related semi–linear hypoelliptic equations
- Asymptotic normality of wavelet estimators of the memory parameter for linear processes
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- Estimators of long-memory: Fourier versus wavelets
- Financial Markets with Memory I: Dynamic Models
- Fractals and Spectra
- Fractional random fields associated with stochastic fractional heat equations
- Gaussian semiparametric estimation of long range dependence
- scientific article; zbMATH DE number 5910924 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- Log-periodogram regression of time series with long range dependence
- Long-range Dependence: Revisiting Aggregation with Wavelets
- Long-Term Memory in Stock Market Prices
- Minimum contrast estimation of random processes based on information of second and third orders
- On a class of minimum contrast estimators for fractional stochastic processes and fields
- On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
- On defining long-range dependence
- On the Whittle estimators for some classes of continuous-parameter random processes and fields
- Parameter Estimation of Self-Similar Spatial Covariogram Models
- Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
- Power-law correlations and other models with long-range dependence on a lattice
- Semiparametric analysis of long-memory time series
- Semiparametric analysis of long-range dependence in nonlinear regression
- Semiparametric estimation of spatial long-range dependence
- Spectral-marginal-based estimation of spatiotemporal long-range dependence
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Wavelet analysis of long-range-dependent traffic
Cited in
(8)- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- Long-range Dependence: Revisiting Aggregation with Wavelets
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
- Log-Gaussian Cox processes in infinite-dimensional spaces
- Wavelet estimation of the memory parameter for long range dependent random fields
- A wavelet-based joint estimator of the parameters of long-range dependence
- Spectral-marginal-based estimation of spatiotemporal long-range dependence
- Wavelet-based semiparametric estimation of ocean surface temperature
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