Estimation of the multifractional function and the stability index of linear multifractional stable processes
From MaRDI portal
Publication:5110206
DOI10.1051/ps/2019012zbMath1447.60067arXiv1711.08181OpenAlexW2963499093MaRDI QIDQ5110206
Publication date: 18 May 2020
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.08181
Gaussian processes (60G15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Estimation of the linear fractional stable motion
- Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters
- Uniformly and strongly consistent estimation for the Hurst function of a linear multifractional stable motion
- Identification of multifractional Brownian motion
- Wavelet construction of generalized multifractional processes
- Local times of multifractional Brownian sheets
- Multifractional, multistable, and other processes with Prescribed local form
- Identifying the multifractional function of a Gaussian process
- Elliptic Gaussian random processes
- Real harmonizable multifractional Lévy motions
- Estimation of the Hurst and the stability indices of a \(H\)-self-similar stable process
- On limit theory for Lévy semi-stationary processes
- Estimation of the self-similarity parameter in linear fractional stable motion.
- Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
- Fractional fields and applications
- Estimating self-similarity through complex variations
- An estimation of the stability and the localisability functions of multistable processes
- On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
- How rich is the class of multifractional Brownian motions?
- Localizable Moving Average Symmetric Stable and Multistable Processes
- Stochastic properties of the linear multifractional stable motion
- Identification of the Hurst index of a step fractional Brownian motion
- Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
This page was built for publication: Estimation of the multifractional function and the stability index of linear multifractional stable processes
