Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process

24 February 2013

Papers citing "Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process"

4 / 4 papers shown

Title
Modified wavelet variation for the Hermite processes L. Loosveldt C. Tudor 21 2 0 08 Mar 2024
Quasi-Maximum Likelihood Estimation of long-memory linear processes Jean‐Marc Bardet Yves Gael Tchabo Mbienkeu 43 0 0 23 Oct 2023
$Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 50 25 0 10 Aug 2017
$Two-step wavelet-based estimation for mixed Gaussian fractional processes$ Two-step wavelet-based estimation for mixed Gaussian fractional processes P. Abry G. Didier Hui Li 39 1 0 18 Jul 2016