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1105.1011
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Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
5 May 2011
Marianne Clausel
François Roueff
M. Taqqu
C. Tudor
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Papers citing
"Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes"
6 / 6 papers shown
Title
Modified wavelet variation for the Hermite processes
L. Loosveldt
C. Tudor
21
2
0
08 Mar 2024
Estimation of seasonal long-memory parameters
H. M. Alomari
Antoine Ayache
Myriam Fradon
Andriy Olenko
28
2
0
30 May 2018
Wavelet eigenvalue regression for
n
n
n
-variate operator fractional Brownian motion
P. Abry
G. Didier
50
25
0
10 Aug 2017
How the instability of ranks under long memory affects large-sample inference
Shuyang Bai
M. Taqqu
75
16
0
03 Oct 2016
Two-step wavelet-based estimation for mixed Gaussian fractional processes
P. Abry
G. Didier
Hui Li
39
1
0
18 Jul 2016
High order chaotic limits of wavelet scalograms under long--range dependence
Marianne Clausel
François Roueff
M. Taqqu
C. Tudor
85
8
0
23 Jan 2012
1