Estimators of Long-Memory: Fourier versus Wavelets

28 January 2008

François Roueff

Papers citing "Estimators of Long-Memory: Fourier versus Wavelets"

3 / 3 papers shown

Title
On the integrated mean squared error of wavelet density estimation for linear processes A. Beknazaryan Hailin Sang P. Adamic 23 1 0 17 Nov 2022
How the instability of ranks under long memory affects large-sample inference Shuyang Bai M. Taqqu 21 16 0 03 Oct 2016
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 24 61 0 14 Feb 2011