Wavelet eigenvalue regression for \(n\)-variate operator fractional Brownian motion (Q1795571): Difference between revisions

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+Wavelet estimation for operator fractional Brownian motion
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+Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
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+Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
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+Domain and range symmetries of operator fractional Brownian fields
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+Integral representations and properties of operator fractional Brownian motions
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+Exponents, symmetry groups and classification of operator fractional Brownian motions
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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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+A storage model with self-similar input
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+Testing for cointegration using principal components methods
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+Long-Range Dependence and Self-Similarity
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+Scaling transition for long-range dependent Gaussian random fields
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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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+Determination of cointegrating rank in fractional systems.
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+The averaged periodogram estimator for a power law in coherency
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+Gaussian semiparametric estimation of multivariate fractionally integrated processes
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+Exact local Whittle estimation of fractionally cointegrated systems
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+Estimation of the self-similarity parameter in linear fractional stable motion.
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+Inference of Bivariate Long-memory Aggregate Time Series
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+A wavelet-based joint estimator of the parameters of long-range dependence
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