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0912.3148
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Variations and Hurst index estimation for a Rosenblatt process using longer filters
16 December 2009
Alexandra Chronopoulou
C. Tudor
Frederi G. Viens
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Papers citing
"Variations and Hurst index estimation for a Rosenblatt process using longer filters"
5 / 5 papers shown
Title
Discrete-time inference for slow-fast systems driven by fractional Brownian motion
S. Bourguin
S. Gailus
K. Spiliopoulos
53
6
0
22 Jul 2020
Generalized
k
k
k
-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
Radomyra Shevchenko
Meryem Slaoui
C. Tudor
26
7
0
06 Mar 2019
Statistical inference for Vasicek-type model driven by Hermite processes
I. Nourdin
T. T. Diu Tran
22
42
0
16 Dec 2017
Parameter Estimation of Gaussian Stationary Processes using the Generalized Method of Moments
L. Barboza
Frederi G. Viens
45
20
0
21 Apr 2016
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Jean‐Marc Bardet
C. Tudor
151
65
0
17 Nov 2008
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