Estimators of Long-Memory: Fourier versus Wavelets

28 January 2008

François Roueff

Papers citing "Estimators of Long-Memory: Fourier versus Wavelets"

3 / 3 papers shown

Title
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context Olaf Kouamo Céline Lévy-Leduc Eric Moulines 69 40 0 19 Nov 2010
Asymptotic normality of wavelet estimators of the memory parameter for linear processes François Roueff M. Taqqu 61 38 0 06 May 2008
Long Memory in Nonlinear Processes R. Deo Mengchen Hsieh Clifford M. Hurvich P. Soulier 183 19 0 13 Jun 2007