Wavelet-Variance-Based Estimation for Composite Stochastic Processes

Author： Guerrier Stéphane   Skaloud Jan   Stebler Yannick   Victoria-Feser Maria-Pia  

Publisher： Taylor & Francis Ltd

ISSN： 0162-1459

Source： Journal of the American Statistical Association, Vol.108, Iss.503, 2013-09, pp. : 1021-1030

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Minimum variance unbiased estimation based on bootstrap iterations

By Chan Kenny   Lee Stephen   Ng Kai  

Statistics and Computing, Vol. 16, Iss. 3, 2006-09 ,pp. : 267-277

Springer Publishing Company

Access to resources Recommend Favorite

Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model

By Chesneau Christophe   Fadili Jalal  

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 17, 2013-09 ,pp. : 3085-3099

Taylor & Francis Ltd

Access to resources Recommend Favorite

Wavelet-based estimation for multivariate stable laws

By  

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 8, 2015-05 ,pp. : 1584-1600

Taylor & Francis Ltd

Access to resources Recommend Favorite

Approximate wavelet-based simulation of long memory processes

By Craigmile Peter  

Journal of Statistical Computation and Simulation, Vol. 75, Iss. 5, 2005-05 ,pp. : 363-379

Taylor & Francis Ltd

Access to resources Recommend Favorite

Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation

By Sun Huihui   Lin Jinguan  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 9, 2015-05 ,pp. : 1779-1785

Taylor & Francis Ltd

Access to resources Recommend Favorite