Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

The association of increased muscle protein catabolism, mitochondrial dysfunction and fatty acid accumulation in skeletal muscle of animals with arthritis supports the hypothesis

(Eds.), Sea-level rise and coastal subsidence. Holocene paleoclimates of India. A similar to 25 ka Indian Ocean monsoon variability record from the Andaman Sea.

multiple stochastic integrals, Malliavin calculus, Hermite process, fractional Brownian motion, non-central limit theorems, quadratic variations, bootstrap.. * This author’s

In [2], the authors present a discrete schema, called the random rewards schema, and show its convergence to a stable self-similar statinonary incre- ments process called

In this paper we perform a Monte Carlo study based on three well-known semiparametric estimates for the long memory fractional parameter. We study the efficiency of Geweke

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Index Terms— Scaling Analysis, Self similar process, Rosen- blatt process, Wavelet Leader, Non Parametric Bootstrap, Confidence Intervals, Hypothesis

However, although reasonably expected, the extension of our results and those of [17] on the classification of transition fronts having a global mean speed, on the clas- sification