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Central Limit Theorems for arrays of decimated linear processes

Central Limit Theorems for arrays of decimated linear processes

6 May 2008
François Roueff
M. Taqqu
ArXivPDFHTML

Papers citing "Central Limit Theorems for arrays of decimated linear processes"

2 / 2 papers shown
Title
Asymptotic normality of wavelet estimators of the memory parameter for
  linear processes
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
François Roueff
M. Taqqu
61
38
0
06 May 2008
Estimators of Long-Memory: Fourier versus Wavelets
Estimators of Long-Memory: Fourier versus Wavelets
Gilles Fay
Eric Moulines
François Roueff
M. Taqqu
135
98
0
28 Jan 2008
1