scientific article; zbMATH DE number 1552225

zbMath0964.62086MaRDI QIDQ4524456

Walter Van Assche, Lieve Delbeke

Publication date: 19 July 2001

Full work available at URL: http://www.emis.de/proceedings/3ICAOC/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistencyasymptotic normalitycentral limit theoremunbiasedness

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Self-similar stochastic processes (60G18)

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On the minimax optimality of block thresholded wavelet estimators with long memory data ⋮ Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients ⋮ Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation ⋮ Multifractal analysis of hydrologic data using wavelet methods and fluctuation analysis ⋮ Mean integrated squared error of nonlinear wavelet-based estimators with long memory data

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