Concepedia

Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes

Alexandra Chronopoulou, Ciprian A. Tudor, Frédéri Viens

Communications on Stochastic Analysis · 2011 · 39 citations · 15 references

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Abstract

(q,H) t

References

15

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W. D. Ray, Jan Beran · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1996 · 2.7K citations

, , +14

Statistics for Long-Memory Processes.

Donald B. Percival, Jan Beran · Journal of the American Statistical Association · 1996 · 1.5K citations

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Central limit theorems for sequences of multiple stochastic integrals

David Nualart, Giovanni Peccati · The Annals of Probability · 2005 · 457 citations · Full text

, , +8

Central limit theorems for non-linear functionals of Gaussian fields

Péter Breuer, Péter Major · Journal of Multivariate Analysis · 1983 · 381 citations

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Quadratic variations and estimation of the local Hölder index of a Gaussian process

Jacques Istas, Gabriel Lang · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 1997 · 351 citations · Full text

, , +8