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Identification of the multiscale fractional Brownian motion with biomechanical applications
Biomechanics Detection of change Goodness-of-fit test Fractional Brownian motion Semi-parametric estimation Wavelet analysis
2010/4/26
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurs...
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Periodogram Weak dependence Whittle estimate
2010/4/26
We prove uniform convergence results for the integrated periodogram of a weakly dependent time series,namely a law of large numbers and a central limit theorem. These results are applied toWhittle’s p...