Quadratic variations and estimation of the local Hölder index of a gaussian process

Jacques Istas; Gabriel Lang

Annales de l'I.H.P. Probabilités et statistiques (1997)

  • Volume: 33, Issue: 4, page 407-436
  • ISSN: 0246-0203

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Istas, Jacques, and Lang, Gabriel. "Quadratic variations and estimation of the local Hölder index of a gaussian process." Annales de l'I.H.P. Probabilités et statistiques 33.4 (1997): 407-436. <http://eudml.org/doc/77576>.

@article{Istas1997,
author = {Istas, Jacques, Lang, Gabriel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {quadratic variation; estimation; local Hölder index; Gaussian process; asymptotic normality; central limit theorem},
language = {eng},
number = {4},
pages = {407-436},
publisher = {Gauthier-Villars},
title = {Quadratic variations and estimation of the local Hölder index of a gaussian process},
url = {http://eudml.org/doc/77576},
volume = {33},
year = {1997},
}

TY - JOUR
AU - Istas, Jacques
AU - Lang, Gabriel
TI - Quadratic variations and estimation of the local Hölder index of a gaussian process
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1997
PB - Gauthier-Villars
VL - 33
IS - 4
SP - 407
EP - 436
LA - eng
KW - quadratic variation; estimation; local Hölder index; Gaussian process; asymptotic normality; central limit theorem
UR - http://eudml.org/doc/77576
ER -

References

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Citations in EuDML Documents

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  1. Jean-Marc Bardet, Les cours d'actifs financiers sont-ils autosimilaires ?
  2. Serge Cohen, Xavier Guyon, Olivier Perrin, Monique Pontier, Singularity functions for fractional processes : application to the fractional brownian sheet
  3. Hermine Biermé, Frédéric Richard, Estimation of anisotropic gaussian fields through Radon transform
  4. Jacques Istas, Identification des paramètres d'un processus gaussien fractionnaire
  5. Céline Lacaux, Real harmonizable multifractional Lévy motions
  6. Hermine Biermé, Frédéric Richard, Estimation of anisotropic Gaussian fields through Radon transform
  7. Pierre Raphaël Bertrand, Mehdi Fhima, Arnaud Guillin, Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
  8. Ewaryst Rafajłowicz, Marek Wnuk, Wojciech Rafajłowicz, Local detection of defects from image sequences
  9. Jacques Istas, Manifold indexed fractional fields
  10. Jacques Istas, Manifold indexed fractional fields

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