Wavelet estimation for operator fractional Brownian motion

24 January 2015

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
$Tempered fractional Brownian motion: wavelet estimation, modeling and testing$ 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 $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 53 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