A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case

DOI10.1090/S0094-9000-2014-00927-8zbMath1300.60048OpenAlexW2140424092MaRDI QIDQ2923410

O. O. Synyavska

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2014-00927-8

zbMATH Keywords

confidence intervalBaxter sumsstochastic processes with increments belonging to the class \(K\)

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) General second-order stochastic processes (60G12)

Cites Work

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• A series expansion of fractional Brownian motion
• Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
• A Strong Limit Theorem for Gaussian Processes
• The Levy-Baxter Theorem for Gaussian Random Fields: A Sufficient Condition
• LevyBaxter theorems for one class of non-Gaussian stochastic processes
• A Version of the Levy-Baxter Theorem for the Increments of Brownian Motion of Several Parameters

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