Estimating the order of mean-square derivatives with quadratic variations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-011-9055-1.pdf
Reference15 articles.
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4. Bucklew JA (1985) A note on the prediction error for small time lags into the future. IEEE Trans Inform Theory 31(5): 677–679
5. Cuzick J (1977) A lower bound for the prediction error of stationary Gaussian processes. Indiana Univ Math J 26(3): 577–584
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data;Communications in Statistics - Theory and Methods;2017-08-24
2. Estimating jump intensity and detecting jump instants in the context of p derivatives;Comptes Rendus Mathematique;2016-07
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