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A two-sample test for comparison of long memory parameters

A two-sample test for comparison of long memory parameters

10 July 2009
F. Lavancier
A. Philippe
D. Surgailis
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Papers citing "A two-sample test for comparison of long memory parameters"

2 / 2 papers shown
Title
Integral representations and properties of operator fractional Brownian
  motions
Integral representations and properties of operator fractional Brownian motions
G. Didier
V. Pipiras
71
82
0
09 Feb 2011
Covariance function of vector self-similar process
Covariance function of vector self-similar process
F. Lavancier
A. Philippe
D. Surgailis
75
85
0
24 Jun 2009
1