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0811.0948
Cited By
Multiple local whittle estimation in stationary systems
6 November 2008
P. Robinson
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Papers citing
"Multiple local whittle estimation in stationary systems"
15 / 15 papers shown
Title
Estimation of the long-run variance of nonlinear time series with an application to change point analysis
V. Characiejus
P. Kokoszka
Xiangdong Meng
36
0
0
03 Apr 2024
Fractional integration and cointegration
J. Hualde
M. Nielsen
27
0
0
18 Nov 2022
Local Whittle estimation with (quasi-)analytic wavelets
S. Achard
Irène Gannaz
18
1
0
28 Jun 2021
Asymptotic normality of wavelet covariances and of multivariate wavelet Whittle estimators
Irène Gannaz
63
1
0
17 Dec 2020
On the invertibility in periodic ARFIMA models
A. Amimour
K. Belaide
11
0
0
07 Aug 2020
Wavelet-based and Fourier-based multivariate Whittle estimation: multiwave
S. Achard
Irène Gannaz
18
7
0
26 Nov 2018
Wavelet eigenvalue regression for
n
n
n
-variate operator fractional Brownian motion
P. Abry
G. Didier
39
25
0
10 Aug 2017
Multivariate Hadamard self-similarity: testing fractal connectivity
H. Wendt
G. Didier
Sébastien Combrexelle
P. Abry
51
24
0
16 Jan 2017
Multivariate wavelet Whittle estimation in long-range dependence
S. Achard
Irène Gannaz
54
32
0
01 Dec 2014
Inference on power law spatial trends
P. Robinson
73
21
0
11 May 2012
Gaussian stationary processes over graphs, general frame and maximum likelihood identification
T. Espinasse
Fabrice Gamboa
Jean-Michel Loubes
59
1
0
19 Apr 2011
Identification of the Multivariate Fractional Brownian Motion
P. Amblard
Jean‐François Coeurjolly
80
61
0
14 Feb 2011
Integral representations and properties of operator fractional Brownian motions
G. Didier
V. Pipiras
94
82
0
09 Feb 2011
Basic properties of the Multivariate Fractional Brownian Motion
P. Amblard
Jean‐François Coeurjolly
F. Lavancier
A. Philippe
95
68
0
06 Jul 2010
Covariance function of vector self-similar process
F. Lavancier
A. Philippe
D. Surgailis
92
85
0
24 Jun 2009
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