$Integral representations and properties of operator fractional Brownian motions$

Integral representations and properties of operator fractional Brownian motions

9 February 2011

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Papers citing "Integral representations and properties of operator fractional Brownian motions"

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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 36 1 0 28 Jun 2021
Asymptotic normality of wavelet covariances and of multivariate wavelet Whittle estimators Irène Gannaz 80 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 54 4 0 28 Oct 2020
$Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 56 25 0 10 Aug 2017
$Multivariate Hadamard self-similarity: testing fractal connectivity$ 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
$Two-step wavelet-based estimation for mixed Gaussian fractional processes$ Two-step wavelet-based estimation for mixed Gaussian fractional processes P. Abry G. Didier Hui Li 50 1 0 18 Jul 2016
Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix Jean‐François Coeurjolly Emilio Porcu 49 16 0 01 Apr 2016
$Wavelet estimation for operator fractional Brownian motion$ Wavelet estimation for operator fractional Brownian motion P. Abry G. Didier 114 45 0 24 Jan 2015
Multivariate wavelet Whittle estimation in long-range dependence S. Achard Irène Gannaz 67 32 0 01 Dec 2014
$On integral representations of operator fractional Brownian fields$ On integral representations of operator fractional Brownian fields Changryong Baek G. Didier V. Pipiras 85 9 0 24 Mar 2014
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 80 61 0 14 Feb 2011
$Wavelet analysis of the multivariate fractional Brownian motion$ Wavelet analysis of the multivariate fractional Brownian motion Jean‐François Coeurjolly P. Amblard S. Achard 112 32 0 13 Jul 2010
A two-sample test for comparison of long memory parameters F. Lavancier A. Philippe D. Surgailis 101 23 0 10 Jul 2009