Wavelet estimation of the long memory parameter for Hermite polynomial
of Gaussian processes

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Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

5 May 2011

Marianne Clausel

François Roueff

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Papers citing "Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes"

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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 30 2 0 30 May 2018
$Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 53 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
$Two-step wavelet-based estimation for mixed Gaussian fractional processes$ 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 90 8 0 23 Jan 2012