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A two-sample test for comparison of long memory parameters

10 July 2009

Papers citing "A two-sample test for comparison of long memory parameters"

4 / 4 papers shown

Title
Detection of non-constant long memory parameter F. Lavancier R. Leipus A. Philippe D. Surgailis 76 17 0 24 Oct 2011
Identification of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly 80 61 0 14 Feb 2011
Basic properties of the Multivariate Fractional Brownian Motion P. Amblard Jean‐François Coeurjolly F. Lavancier A. Philippe 108 68 0 06 Jul 2010
Covariance function of vector self-similar process F. Lavancier A. Philippe D. Surgailis 110 85 0 24 Jun 2009