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1501.06094
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Wavelet estimation for operator fractional Brownian motion
24 January 2015
P. Abry
G. Didier
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Papers citing
"Wavelet estimation for operator fractional Brownian motion"
6 / 6 papers shown
Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions
P. Abry
G. Didier
Oliver Orejola
H. Wendt
138
0
0
30 Jan 2025
Wavelet eigenvalue regression in high dimensions
P. Abry
B. C. Boniece
G. Didier
H. Wendt
80
4
0
09 Aug 2021
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
B. C. Boniece
G. Didier
Farzad Sabzikar
36
21
0
15 Aug 2018
Wavelet eigenvalue regression for
n
n
n
-variate operator fractional Brownian motion
P. Abry
G. Didier
53
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
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