Pages that link to "Item:Q5174343"
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The following pages link to Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes (Q5174343):
Displaying 16 items.
- Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory (Q412400) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
- Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian proc\-esses (Q1022308) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
- Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- High order chaotic limits of wavelet scalograms under long-range dependence (Q2871436) (← links)
- On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter (Q3505314) (← links)
- The linear stochastic heat equation with Hermite noise (Q4960410) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- Asymptotic normality for a modified quadratic variation of the Hermite process (Q6201844) (← links)
- Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos (Q6635679) (← links)
- Gaussian approximation for the moving averaged modulus wavelet transform and its variants (Q6652584) (← links)
