Long Memory in Nonlinear Processes

13 June 2007

Papers citing "Long Memory in Nonlinear Processes"

4 / 4 papers shown

Title
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series Annika Betken D. Giraudo Rafal Kulik 22 1 0 04 Jun 2020
Rank-based change-point analysis for long-range dependent time series Annika Betken Martin Wendler 24 3 0 14 Apr 2020
The tail empirical process for some long memory sequences Rafal Kulik P. Soulier 136 8 0 17 Jan 2010
Estimators of Long-Memory: Fourier versus Wavelets Gilles Fay Eric Moulines François Roueff M. Taqqu 173 99 0 28 Jan 2008