Stochastic models for fractal processes

DOI10.1016/S0378-3758(98)00246-8zbMath0954.62099OpenAlexW2009590269MaRDI QIDQ1304354

V. V. Anh, Christopher C. Heyde, Quang Minh Tieng

Publication date: 29 January 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00246-8

zbMATH Keywords

waveletslong range dependenceintermittencyfractal processes

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items (9)

On a class of minimum contrast estimators for fractional stochastic processes and fields ⋮ Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ Tempered fractional Brownian and stable motions of second kind ⋮ Sample path properties of fractional Riesz–Bessel field of variable order ⋮ Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. ⋮ Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay ⋮ Possible long-range dependence in fractional random fields. ⋮ Semiparametric regression under long-range dependent errors. ⋮ Risky Asset Models with Tempered Stable Fractal Activity Time

Cites Work

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• Flicker noise and the estimation of the Allan variance
• Strong convergence of stochastic taylor expansions of two-parameter random fields
• Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere

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