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0807.1208
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Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes
8 July 2008
Alexandra Chronopoulou
Frederi G. Viens
C. Tudor
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Papers citing
"Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes"
5 / 5 papers shown
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
Petr vCoupek
Pavel Kvrívz
Bohdan Maslowski
122
5
0
19 Mar 2024
Statistical inference for Vasicek-type model driven by Hermite processes
I. Nourdin
T. T. Diu Tran
190
50
0
16 Dec 2017
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Journal of Multivariate Analysis (J. Multivar. Anal.), 2013
Jean‐Marc Bardet
C. Tudor
234
17
0
24 Feb 2013
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
Marianne Clausel
François Roueff
M. Taqqu
C. Tudor
326
30
0
05 May 2011
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Jean‐Marc Bardet
C. Tudor
375
68
0
17 Nov 2008
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