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Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
23 December 2009
Céline Lévy-Leduc
H. Boistard
Eric Moulines
M. Taqqu
V. Reisen
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Papers citing
"Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes"
6 / 6 papers shown
On model fitting and estimation of strictly stationary processes
M. Voutilainen
L. Viitasaari
Pauliina Ilmonen
115
14
0
24 Aug 2017
How the instability of ranks under long memory affects large-sample inference
Shuyang Bai
M. Taqqu
340
18
0
03 Oct 2016
A robust approach for estimating change-points in the mean of an AR(p) process
S. Chakar
90
4
0
02 Sep 2015
A robust approach for estimating change-points in the mean of an AR(1) process
S. Chakar
Émilie Lebarbier
Céline Lévy-Leduc
Stephane S. Robin
318
4
0
08 Mar 2014
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Olaf Kouamo
Céline Lévy-Leduc
Eric Moulines
255
42
0
19 Nov 2010
Asymptotic properties of U-processes under long-range dependence
Céline Lévy-Leduc
H. Boistard
Eric Moulines
M. Taqqu
V. Reisen
261
37
0
23 Dec 2009
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