$Nonparametric estimation of the local Hurst function of multifractional Gaussian processes$

Nonparametric estimation of the local Hurst function of multifractional Gaussian processes

14 October 2010

Jean‐Marc Bardet

Papers citing "Nonparametric estimation of the local Hurst function of multifractional Gaussian processes"

7 / 7 papers shown

Title
A Minimal Contrast Estimator for the Linear Fractional Stable Motion Mathias Mørck Ljungdahl M. Podolskij 12 7 0 08 Nov 2019
$Estimation of the multifractional function and the stability index of linear multifractional stable processes$ Estimation of the multifractional function and the stability index of linear multifractional stable processes Thi To Nhu Dang 16 2 0 22 Nov 2017
$Estimation of the global regularity of a multifractional Brownian motion$ Estimation of the global regularity of a multifractional Brownian motion Joachim Lebovits M. Podolskij 16 16 0 08 Jul 2016
$Estimation of the Pointwise Hölder Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients$ Estimation of the Pointwise Hölder Exponent of Hidden Multifractional Brownian Motion Using Wavelet Coefficients Sixian Jin Qidi Peng H. Schellhorn 13 8 0 16 Dec 2015
$Linear Multifractional Stable Motion: wavelet estimation of $H(\cdot)$ and $\al$ parameters$ Linear Multifractional Stable Motion: wavelet estimation of $H(\cdot)$ and $\al$ parameters Antoine Ayache Julien Hamonier 61 1 0 10 Apr 2013
Moment bounds and central limit theorems for Gaussian subordinated arrays Jean‐Marc Bardet D. Surgailis 35 23 0 25 Apr 2011
$Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method$ Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method P. Bertrand Mehdi Fhima Arnaud Guillin 46 16 0 23 Oct 2010