FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1987703160> ?p ?o ?g. }

• W1987703160 endingPage "2362" @default.
• W1987703160 startingPage "2331" @default.
• W1987703160 abstract "By using chaos expansion into multiple stochastic integrals, we make a wavelet analysis of two self-similar stochastic processes: the fractional Brownian motion and the Rosenblatt process. We study the asymptotic behavior of the statistic based on the wavelet coefficients of these processes. Basically, when applied to a non-Gaussian process (such as the Rosenblatt process) this statistic satisfies a non-central limit theorem even when we increase the number of vanishing moments of the wavelet function. We apply our limit theorems to construct estimators for the self-similarity index and we illustrate our results by simulations." @default.
• W1987703160 created "2016-06-24" @default.
• W1987703160 creator A5030545790 @default.
• W1987703160 creator A5058278042 @default.
• W1987703160 date "2010-12-01" @default.
• W1987703160 modified "2023-10-03" @default.
• W1987703160 title "A wavelet analysis of the Rosenblatt process: Chaos expansion and estimation of the self-similarity parameter" @default.
• W1987703160 cites W1460189015 @default.
• W1987703160 cites W1521091353 @default.
• W1987703160 cites W1634894495 @default.
• W1987703160 cites W1967079735 @default.
• W1987703160 cites W1968063728 @default.
• W1987703160 cites W1986372184 @default.
• W1987703160 cites W2014903152 @default.
• W1987703160 cites W2038358231 @default.
• W1987703160 cites W2048903731 @default.
• W1987703160 cites W2056853558 @default.
• W1987703160 cites W2062962812 @default.
• W1987703160 cites W2065541420 @default.
• W1987703160 cites W2095209441 @default.
• W1987703160 cites W2099176558 @default.
• W1987703160 cites W2100676242 @default.
• W1987703160 cites W2102147328 @default.
• W1987703160 cites W2117419306 @default.
• W1987703160 cites W2126001881 @default.
• W1987703160 cites W2131735609 @default.
• W1987703160 cites W2136516258 @default.
• W1987703160 cites W2137029871 @default.
• W1987703160 cites W2163938349 @default.
• W1987703160 cites W2593708593 @default.
• W1987703160 cites W2963882273 @default.
• W1987703160 cites W3010098330 @default.
• W1987703160 cites W4251238138 @default.
• W1987703160 doi "https://doi.org/10.1016/j.spa.2010.08.003" @default.
• W1987703160 hasPublicationYear "2010" @default.
• W1987703160 type Work @default.
• W1987703160 sameAs 1987703160 @default.
• W1987703160 citedByCount "44" @default.
• W1987703160 countsByYear W19877031602012 @default.
• W1987703160 countsByYear W19877031602013 @default.
• W1987703160 countsByYear W19877031602014 @default.
• W1987703160 countsByYear W19877031602015 @default.
• W1987703160 countsByYear W19877031602016 @default.
• W1987703160 countsByYear W19877031602017 @default.
• W1987703160 countsByYear W19877031602018 @default.
• W1987703160 countsByYear W19877031602019 @default.
• W1987703160 countsByYear W19877031602020 @default.
• W1987703160 countsByYear W19877031602021 @default.
• W1987703160 countsByYear W19877031602022 @default.
• W1987703160 countsByYear W19877031602023 @default.
• W1987703160 crossrefType "journal-article" @default.
• W1987703160 hasAuthorship W1987703160A5030545790 @default.
• W1987703160 hasAuthorship W1987703160A5058278042 @default.
• W1987703160 hasBestOaLocation W19877031601 @default.
• W1987703160 hasConcept C105795698 @default.
• W1987703160 hasConcept C108819105 @default.
• W1987703160 hasConcept C112401455 @default.
• W1987703160 hasConcept C121332964 @default.
• W1987703160 hasConcept C121864883 @default.
• W1987703160 hasConcept C134306372 @default.
• W1987703160 hasConcept C151201525 @default.
• W1987703160 hasConcept C154945302 @default.
• W1987703160 hasConcept C163716315 @default.
• W1987703160 hasConcept C185429906 @default.
• W1987703160 hasConcept C28826006 @default.
• W1987703160 hasConcept C31634936 @default.
• W1987703160 hasConcept C33923547 @default.
• W1987703160 hasConcept C41008148 @default.
• W1987703160 hasConcept C47432892 @default.
• W1987703160 hasConcept C61326573 @default.
• W1987703160 hasConcept C62520636 @default.
• W1987703160 hasConcept C8272713 @default.
• W1987703160 hasConceptScore W1987703160C105795698 @default.
• W1987703160 hasConceptScore W1987703160C108819105 @default.
• W1987703160 hasConceptScore W1987703160C112401455 @default.
• W1987703160 hasConceptScore W1987703160C121332964 @default.
• W1987703160 hasConceptScore W1987703160C121864883 @default.
• W1987703160 hasConceptScore W1987703160C134306372 @default.
• W1987703160 hasConceptScore W1987703160C151201525 @default.
• W1987703160 hasConceptScore W1987703160C154945302 @default.
• W1987703160 hasConceptScore W1987703160C163716315 @default.
• W1987703160 hasConceptScore W1987703160C185429906 @default.
• W1987703160 hasConceptScore W1987703160C28826006 @default.
• W1987703160 hasConceptScore W1987703160C31634936 @default.
• W1987703160 hasConceptScore W1987703160C33923547 @default.
• W1987703160 hasConceptScore W1987703160C41008148 @default.
• W1987703160 hasConceptScore W1987703160C47432892 @default.
• W1987703160 hasConceptScore W1987703160C61326573 @default.
• W1987703160 hasConceptScore W1987703160C62520636 @default.
• W1987703160 hasConceptScore W1987703160C8272713 @default.
• W1987703160 hasIssue "12" @default.
• W1987703160 hasLocation W19877031601 @default.
• W1987703160 hasLocation W19877031602 @default.
• W1987703160 hasLocation W19877031603 @default.
• W1987703160 hasLocation W19877031604 @default.
• W1987703160 hasLocation W19877031605 @default.
• W1987703160 hasLocation W19877031606 @default.
• W1987703160 hasLocation W19877031607 @default.

• next