Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
type: Item
instance of: scholarly article
title: Semi-parametric estimation of the Hölder exponent of a stationary Gaussian process with minimax rates
zbMATH Open document ID: 1008.62081
DOI: 10.1023/A:1012227325436
author: Gabriel Lang
author: François Roueff
published in: Statistical Inference for Stochastic Processes
publication date: 2003-03-24T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 1870155
zbMATH Keywords: fractal dimension
zbMATH Keywords: discrete variations
zbMATH Keywords: Hölder exponent
zbMATH Keywords: minimax optimal rate estimation
zbMATH Keywords: semi-parametric models
zbMATH Keywords: Adler process
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
full work available at URL: a:1012227325436
OpenAlex ID: W1561911018
description: scientific article; zbMATH DE number 1870155