Local Hölder exponent estimation for multivariate continuous time processes

DOI10.1080/10485250310001622884zbMath1049.62034OpenAlexW1976494803MaRDI QIDQ4819562

Delphine Blanke

Publication date: 27 September 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001622884

zbMATH Keywords

Hölder exponentcontinuous timestatistics of processes

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Sample path properties (60G17)

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