The following pages link to (Q4524456):
Displaying 15 items.
- The asymptotic behavior of the R/S statistic for fractional Brownian motion (Q618011) (← links)
- Estimation of the self-similarity parameter using the wavelet transform (Q948352) (← links)
- Mean integrated squared error of nonlinear wavelet-based estimators with long memory data (Q995795) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← 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 a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← 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)
- On the minimax optimality of block thresholded wavelet estimators with long memory data (Q2643279) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Estimation of fractional Brownian motion embedded in a noisy environment using nonorthogonal wavelets (Q2723648) (← links)
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm (Q5416536) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- On optimal scale upper bound in wavelet-based estimation for hurst index of fractional Brownian motion (Q5756374) (← links)
- (Q5870407) (← links)
