A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668): Difference between revisions

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-Eric Moulines
@@ Property / author: Eric Moulines / rank @@
-Normal rank
@@ Property / author @@
-François Roueff
@@ Property / author: François Roueff / rank @@
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@@ Property / author @@
+Eric Moulines
@@ Property / author: Eric Moulines / rank @@
+Normal rank
@@ Property / author @@
+François Roueff
@@ Property / author: François Roueff / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / arXiv ID @@
+math/0601070
@@ Property / arXiv ID: math/0601070 / rank @@
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@@ Property / cites work @@
+Wavelet analysis of long-range-dependent traffic
@@ Property / cites work: Wavelet analysis of long-range-dependent traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
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@@ Property / cites work @@
+Q4434436
@@ Property / cites work: Q4434436 / rank @@
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@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
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+Estimation of the memory parameter of the infinite-source Poisson process
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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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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+The FEXP estimator for potentially non-stationary linear time series.
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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+Fractal estimation from noisy data via discrete fractional Gaussian noise (DFGN) and the Haar basis
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+Q3827437
@@ Property / cites work: Q3827437 / rank @@
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@@ Property / cites work @@
+CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
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@@ Property / cites work @@
+On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
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+Gaussian semiparametric estimation of long range dependence
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+Log-periodogram regression of time series with long range dependence
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+Higher-order kernel semiparametric M-estimation of long memory
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+Q3730889
@@ Property / cites work: Q3730889 / rank @@
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+Exact local Whittle estimation of fractional integration
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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@@ Property / cites work @@
+Gaussian Semiparametric Estimation of Non-stationary Time Series
+Normal rank
@@ Property / OpenAlex ID @@
+W3100938107
@@ Property / OpenAlex ID: W3100938107 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:939668