Asymptotic normality of wavelet estimators of the memory parameter for linear processes (Q3077662): Difference between revisions

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+Long-range Dependence: Revisiting Aggregation with Wavelets
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+Estimators of long-memory: Fourier versus wavelets
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+Wavelet analysis and synthesis of fractional Brownian motion
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+RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE
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