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Adaptive semiparametric wavelet estimator and goodness-of-fit test for
  long memory linear processes

Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes

3 December 2010
Jean‐Marc Bardet
Hatem Bibi
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Papers citing "Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes"

2 / 2 papers shown
Title
Central Limit Theorems for arrays of decimated linear processes
Central Limit Theorems for arrays of decimated linear processes
François Roueff
M. Taqqu
49
9
0
06 May 2008
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
1