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

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+Wavelet analysis of long-range-dependent traffic
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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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+ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES
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+CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
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+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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+Gaussian Semiparametric Estimation of Non-stationary Time Series
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