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1102.1822
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Integral representations and properties of operator fractional Brownian motions
9 February 2011
G. Didier
V. Pipiras
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Papers citing
"Integral representations and properties of operator fractional Brownian motions"
15 / 15 papers shown
Title
Multivariate Matérn Models -- A Spectral Approach
Drew Yarger
Stilian A. Stoev
T. Hsing
36
1
0
05 Sep 2023
Local Whittle estimation with (quasi-)analytic wavelets
S. Achard
Irène Gannaz
33
1
0
28 Jun 2021
Asymptotic normality of wavelet covariances and of multivariate wavelet Whittle estimators
Irène Gannaz
78
1
0
17 Dec 2020
Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory)
Jinqi Shen
Stilian A. Stoev
T. Hsing
24
4
0
28 Oct 2020
Wavelet eigenvalue regression for
n
n
n
-variate operator fractional Brownian motion
P. Abry
G. Didier
44
25
0
10 Aug 2017
Multivariate Hadamard self-similarity: testing fractal connectivity
H. Wendt
G. Didier
Sébastien Combrexelle
P. Abry
51
24
0
16 Jan 2017
Non-Linear Wavelet Regression and Branch & Bound Optimization for the Full Identification of Bivariate Operator Fractional Brownian Motion
Jordan Frécon
G. Didier
N. Pustelnik
P. Abry
60
11
0
28 Aug 2016
Two-step wavelet-based estimation for mixed Gaussian fractional processes
P. Abry
G. Didier
Hui Li
39
1
0
18 Jul 2016
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix
Jean‐François Coeurjolly
Emilio Porcu
36
16
0
01 Apr 2016
Wavelet estimation for operator fractional Brownian motion
P. Abry
G. Didier
99
45
0
24 Jan 2015
Multivariate wavelet Whittle estimation in long-range dependence
S. Achard
Irène Gannaz
61
32
0
01 Dec 2014
On integral representations of operator fractional Brownian fields
Changryong Baek
G. Didier
V. Pipiras
65
9
0
24 Mar 2014
Identification of the Multivariate Fractional Brownian Motion
P. Amblard
Jean‐François Coeurjolly
80
61
0
14 Feb 2011
Wavelet analysis of the multivariate fractional Brownian motion
Jean‐François Coeurjolly
P. Amblard
S. Achard
97
32
0
13 Jul 2010
A two-sample test for comparison of long memory parameters
F. Lavancier
A. Philippe
D. Surgailis
95
23
0
10 Jul 2009
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