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Multivariate wavelet Whittle estimation in long-range dependence

1 December 2014

Papers citing "Multivariate wavelet Whittle estimation in long-range dependence"

3 / 3 papers shown

Title
Wavelet-based and Fourier-based multivariate Whittle estimation: multiwave S. Achard Irène Gannaz 28 7 0 26 Nov 2018
$Wavelet eigenvalue regression for $n$-variate operator fractional Brownian motion$ Wavelet eigenvalue regression for $n$ -variate operator fractional Brownian motion P. Abry G. Didier 44 25 0 10 Aug 2017
$Wavelet estimation for operator fractional Brownian motion$ Wavelet estimation for operator fractional Brownian motion P. Abry G. Didier 99 45 0 24 Jan 2015