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Covariance function of vector self-similar process

Covariance function of vector self-similar process

24 June 2009
F. Lavancier
A. Philippe
D. Surgailis
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Papers citing "Covariance function of vector self-similar process"

2 / 2 papers shown
Title
A two-sample test for comparison of long memory parameters
A two-sample test for comparison of long memory parameters
F. Lavancier
A. Philippe
D. Surgailis
72
23
0
10 Jul 2009
Multiple local whittle estimation in stationary systems
Multiple local whittle estimation in stationary systems
P. Robinson
85
102
0
06 Nov 2008
1