A wavelet analysis of the Rosenblatt process: chaos expansion and
estimation of the self-similarity parameter

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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

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Papers citing "A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter"

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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 $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 37 25 0 10 Aug 2017
$Two-step wavelet-based estimation for mixed Gaussian fractional processes$ 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 $H$ -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