Semi-parametric Estimation of the Hölder Exponent of a Stationary Gaussian Process with Minimax Rates

Gabriel Lang () and François Roueff ()

Statistical Inference for Stochastic Processes, 2001, vol. 4, issue 3, 283-306

Keywords: fractal dimension; discrete variations; Hölder exponent; minimax optimal rate estimation; semi-parametric models; Adler process; fractional Brownian motion (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1012227325436

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