Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates
| Year of publication: |
2001
|
|---|---|
| Authors: | Lang, Gabriel ; Roueff, François |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 4.2001, 3, p. 283-306
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| Publisher: |
Springer |
| Subject: | fractal dimension | discrete variations | Hölder exponent | minimax optimal rate estimation | semi-parametric models | Adler process | fractional Brownian motion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184576