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Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
19 November 2010
Olaf Kouamo
Céline Lévy-Leduc
Eric Moulines
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Papers citing
"Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context"
3 / 3 papers shown
Title
A spectral clustering-type algorithm for the consistent estimation of the Hurst distribution in moderately high dimensions
P. Abry
G. Didier
Oliver Orejola
H. Wendt
119
0
0
30 Jan 2025
Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
Céline Lévy-Leduc
H. Boistard
Eric Moulines
M. Taqqu
V. Reisen
60
50
0
23 Dec 2009
Estimators of Long-Memory: Fourier versus Wavelets
Gilles Fay
Eric Moulines
François Roueff
M. Taqqu
151
99
0
28 Jan 2008
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