Wavelet-based confidence intervals for the self-similarity parameter

DOI10.1080/00949650701587855zbMath1169.62320OpenAlexW2171416659MaRDI QIDQ3615036

Agnieszka Jach, Piotr S. Kokoszka

Publication date: 17 March 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701587855

zbMATH Keywords

waveletsbootstrapconfidence intervalsself-similaritysubsampling

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Numerical methods for wavelets (65T60)

Cites Work

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• Estimation of the self-similarity parameter in linear fractional stable motion.
• Ten Lectures on Wavelets
• Network heavy traffic modeling using α-stable self-similar processes
• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

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