Estimators of Long-Memory: Fourier versus Wavelets

Estimators of Long-Memory: Fourier versus Wavelets

28 January 2008

François Roueff

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

5 / 5 papers shown

Title
Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute? G. Pumi Gladys Choque Ulloa T. S. Prass 11 0 0 08 Mar 2023
On the integrated mean squared error of wavelet density estimation for linear processes A. Beknazaryan Hailin Sang P. Adamic 25 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 26 61 0 14 Feb 2011
$Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size$ Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size J. Breton Jean‐François Coeurjolly 43 19 0 16 Oct 2009