Statistical Estimation for a Class of Self‐Regulating Processes

DOI10.1111/sjos.12118zbMath1371.62063OpenAlexW2102288073MaRDI QIDQ5251490

Anne Philippe, Jacques Lévy-Véhel, Antoine Echelard

Publication date: 20 May 2015

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

Full work available at URL: https://hal.inria.fr/hal-00868604/file/estimpointmilieu_final_version.pdf

zbMATH Keywords

stochastic processescentral limit theoremconfidence intervalHölder exponentstrongly consistent estimatorpointwise regularityself-regulating function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15) General theory of stochastic processes (60G07)

Related Items (2)

Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents ⋮ Self-stabilizing processes

Cites Work

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• Multifractional processes with random exponent
• THE LOCAL STRUCTURE OF RANDOM PROCESSES
• Stochastic properties of the linear multifractional stable motion
• Inference on fractal processes using multiresolution approximation
• PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION

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