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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

v1v2 (latest)

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

17 November 2008

Jean‐Marc Bardet

ArXiv (abs)PDF HTML

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

10 / 10 papers shown

Parameter estimation and singularity of laws on the path space for SDEs
driven by Rosenblatt processes

Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes

Bohdan Maslowski

120

5

0

19 Mar 2024

Modified wavelet variation for the Hermite processes

Modified wavelet variation for the Hermite processesElectronic Journal of Statistics (EJS), 2024

186

5

0

08 Mar 2024

$Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion$

Wavelet eigenvalue regression for

n

-variate operator fractional Brownian motionJournal of Multivariate Analysis (J. Multivar. Anal.), 2017

150

28

0

10 Aug 2017

$Two-step wavelet-based estimation for mixed Gaussian fractional processes$

Two-step wavelet-based estimation for mixed Gaussian fractional processes

265

1

0

18 Jul 2016

Estimation of the Hurst and the stability indices of a $H$-self-similar
stable process

Estimation of the Hurst and the stability indices of a

H

-self-similar stable process

Thi To Nhu Dang

207

15

0

18 Jun 2015

Generalized Hermite processes, discrete chaos and limit theorems

Generalized Hermite processes, discrete chaos and limit theorems

405

48

0

12 Sep 2013

Asymptotic behavior of the Whittle estimator for the increments of a
Rosenblatt process

Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt processJournal of Multivariate Analysis (J. Multivar. Anal.), 2013

Jean‐Marc Bardet

231

16

0

24 Feb 2013

High order chaotic limits of wavelet scalograms under long--range
dependence

High order chaotic limits of wavelet scalograms under long--range dependence

Marianne Clausel

François Roueff

246

8

0

23 Jan 2012

Wavelet estimation of the long memory parameter for Hermite polynomial
of Gaussian processes

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

Marianne Clausel

François Roueff

321

30

0

05 May 2011

Variations and Hurst index estimation for a Rosenblatt process using
longer filters

Variations and Hurst index estimation for a Rosenblatt process using longer filters

Alexandra Chronopoulou

Frederi G. Viens

183

50

0

16 Dec 2009

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