scientific article; zbMATH DE number 1944314

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(21)

Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long-memory linear processes
Estimation of long-range dependence in gappy Gaussian time series
Two-step wavelet-based estimation for Gaussian mixed fractional processes
Estimators of long-memory: Fourier versus wavelets
Nonstationarity-extended local Whittle estimation
Properties of a block bootstrap under long-range dependence
Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
Kernel type smoothed quantile estimation under long memory
Estimating the mean direction of strongly dependent circular time series
A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
Detection of long range dependence in the time domain for (in)finite-variance time series
Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
Modified nonparametric spectral density estimation under long-range dependence
A frequency-domain test for long range dependence
Numerical simulation of generalized Hermite processes
An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic

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