Pages that link to "Item:Q2742777"

The following pages link to Testing for the presence of self-similarity of Gaussian series having stationary increments (Q2742777):

Displaying 19 items.

• Testing self-similarity through Lamperti transformations (Q321448) (← links)
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
• Uniform Hölder exponent of a stationary increments Gaussian process: estimation starting from average values (Q553077) (← links)
• The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
• A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
• Modified sign method for testing the fractality of Gaussian noise (Q950711) (← links)
• Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547) (← links)
• Multivariate Hadamard self-similarity: testing fractal connectivity (Q1691264) (← links)
• Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
• Large scale reduction principle and application to hypothesis testing (Q2259532) (← links)
• Wavelet-based estimations of fractional Brownian sheet: least squares versus maximum likelihood (Q2297115) (← 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)
• Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
• A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149) (← links)
• Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires (Q4260669) (← links)
• The Asymptotic Distribution of The Pathwise Mean Squared Displacement in Single Particle Tracking Experiments (Q5346580) (← links)
• Statistical challenges in microrheology (Q5397947) (← links)
• Identification of the multiscale fractional Brownian motion with biomechanical applications (Q5430490) (← links)
• Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)