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20072025
most citedA wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter

58 citations · 139 across the 28 of their papers we have counts for

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math.ST2013

Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process

Jean-Marc Bardet, Ciprian A. Tudor

The purpose of this paper is to estimate the self-similarity index of the Rosenblatt process by using the Whittle estimator. Via chaos expansion into multiple stochastic integrals,…