Pages that link to "Item:Q1853368"
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The following pages link to Estimation of the self-similarity parameter in linear fractional stable motion. (Q1853368):
Displaying 29 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Linear fractional stable motion: A wavelet estimator of the \(\alpha\) parameter (Q449019) (← links)
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters (Q493615) (← links)
- Higher order fractional stable motion: hyperdiffusion with heavy tails (Q503384) (← links)
- Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise (Q609669) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- LASS: a tool for the local analysis of self-similarity (Q959327) (← links)
- On parameter estimation for locally stationary long-memory processes (Q1007468) (← links)
- Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
- Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571) (← links)
- Power variations for fractional type infinitely divisible random fields (Q2042821) (← links)
- Series representation of jointly \(S \alpha S\) distribution via symmetric covariations (Q2046908) (← links)
- Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Two-step wavelet-based estimation for Gaussian mixed fractional processes (Q2316337) (← links)
- Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← 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)
- Parameter estimation of selfsimilarity exponents (Q2482610) (← links)
- Fourier series approximation of linear fractional stable motion (Q2483006) (← links)
- Tempered fractional Brownian motion: wavelet estimation, modeling and testing (Q2659747) (← links)
- Wavelet eigenvalue regression in high dimensions (Q2694800) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Wavelet-based confidence intervals for the self-similarity parameter (Q3615036) (← links)
- Estimation of the multifractional function and the stability index of linear multifractional stable processes (Q5110206) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (Q5719311) (← links)
- On highly skewed fractional log‐stable noise sequences and their application (Q6135351) (← links)
- Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)
