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Wavelet Estimator of Long-Range Dependent Processes · Study

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ArticleWavelet Estimator of Long-Range Dependent Processes

Jean‐Marc Bardet2000

Article2000

Wavelet Estimator of Long-Range Dependent Processes

Jean‐Marc Bardet · Éric Moulines · Philippe Soulier

72 citations·0/0 files stored·Statistical Inference for Stochastic Processes

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Complex Systems and Time Series Analysis Mathematical Analysis and Transform Methods Time Series Analysis and Forecasting

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References

1996Statistics for Long-Memory Processes.1995Log-Periodogram Regression of Time Series with Long Range Dependence 1999A wavelet-based joint estimator of the parameters of long-range dependence 1998The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series 1999Broadband log-periodogram regression of time series with long-range dependence 1998Long‐range Dependence: Revisiting Aggregation with Wavelets

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2005LASS: a tool for the local analysis of self-similarity

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Year2000

Typearticle

Published2000-01-01

VenueStatistical Inference for Stochastic Processes

ISSN-L1387-0874

Languageen

Citations72

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1023/a:1009953000763

openalex_workW2038358231

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