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Multivariate wavelet Whittle estimation in long-range dependence
1 December 2014
S. Achard
Irène Gannaz
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Papers citing
"Multivariate wavelet Whittle estimation in long-range dependence"
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Title
Wavelet-based and Fourier-based multivariate Whittle estimation: multiwave
S. Achard
Irène Gannaz
28
7
0
26 Nov 2018
Wavelet eigenvalue regression for
n
n
n
-variate operator fractional Brownian motion
P. Abry
G. Didier
50
25
0
10 Aug 2017
Wavelet estimation for operator fractional Brownian motion
P. Abry
G. Didier
101
45
0
24 Jan 2015
1