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0811.2664
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A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
17 November 2008
Jean‐Marc Bardet
C. Tudor
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Papers citing
"A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter"
10 / 10 papers shown
Title
Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
Petr vCoupek
Pavel Kvrívz
Bohdan Maslowski
26
3
0
19 Mar 2024
Modified wavelet variation for the Hermite processes
L. Loosveldt
C. Tudor
19
2
0
08 Mar 2024
Wavelet eigenvalue regression for
n
n
n
-variate operator fractional Brownian motion
P. Abry
G. Didier
39
25
0
10 Aug 2017
Two-step wavelet-based estimation for mixed Gaussian fractional processes
P. Abry
G. Didier
Hui Li
37
1
0
18 Jul 2016
Estimation of the Hurst and the stability indices of a
H
H
H
-self-similar stable process
Thi To Nhu Dang
J. Istas
47
15
0
18 Jun 2015
Generalized Hermite processes, discrete chaos and limit theorems
Shuyang Bai
M. Taqqu
63
46
0
12 Sep 2013
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Jean‐Marc Bardet
C. Tudor
76
16
0
24 Feb 2013
High order chaotic limits of wavelet scalograms under long--range dependence
Marianne Clausel
François Roueff
M. Taqqu
C. Tudor
78
8
0
23 Jan 2012
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
Marianne Clausel
François Roueff
M. Taqqu
C. Tudor
84
29
0
05 May 2011
Variations and Hurst index estimation for a Rosenblatt process using longer filters
Alexandra Chronopoulou
C. Tudor
Frederi G. Viens
65
46
0
16 Dec 2009
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