Beran, Jan; Telkmann, Klaus On nonparametric ridge estimation for multivariate long-memory processes. (English) Zbl 1465.62097 Lith. Math. J. 60, No. 3, 291-314 (2020). MSC: 62H12 62J07 62M10 62G07 62G15 60G18 60F17 PDFBibTeX XMLCite \textit{J. Beran} and \textit{K. Telkmann}, Lith. Math. J. 60, No. 3, 291--314 (2020; Zbl 1465.62097) Full Text: DOI
Ayache, Antoine; Hamonier, Julien Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters. (English) Zbl 1321.60076 Lith. Math. J. 55, No. 2, 159-192 (2015). MSC: 60G22 60G52 60G18 60F15 62M09 42C40 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Hamonier}, Lith. Math. J. 55, No. 2, 159--192 (2015; Zbl 1321.60076) Full Text: DOI arXiv
Abry, Patrice; Helgason, Hannes; Pipiras, Vladas Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter. (English) Zbl 1294.62185 Lith. Math. J. 51, No. 3, 287-302 (2011). MSC: 62M10 62G05 42C40 60G18 60G22 PDFBibTeX XMLCite \textit{P. Abry} et al., Lith. Math. J. 51, No. 3, 287--302 (2011; Zbl 1294.62185) Full Text: DOI
Astrauskas, A. Stable self-similar fields. (English. Russian original) Zbl 0528.60046 Lith. Math. J. 22, 215-221 (1983); translation from Litov. Mat. Sb. 22, No. 3, 3-11 (1982). MSC: 60G60 60G10 60H99 PDFBibTeX XMLCite \textit{A. Astrauskas}, Lith. Math. J. 22, 215--221 (1982; Zbl 0528.60046); translation from Litov. Mat. Sb. 22, No. 3, 3--11 (1982) Full Text: DOI