A Central Limit Result in the Wavelet Domain for Minimum Contrast Estimation of Fractal Random Fields

DOI10.1137/S0040585X97986679zbMath1320.60077OpenAlexW2011132646MaRDI QIDQ2931883

Rosa M. Crujeiras, María D. Ruiz-Medina

Publication date: 28 November 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97986679

zbMATH Keywords

asymptotic normalitystochastic differential equationslocal timescentral limit theoremsWiener chaosmultiple stochastic integralsminimum contrast estimatorwavelet domainfractal random fields

Mathematics Subject Classification ID

Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

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