Wavelet estimator of long-range dependent processes.

DOI10.1023/A:1009953000763zbMath1054.62579OpenAlexW2038358231MaRDI QIDQ5933670

Jean-Marc Bardet, Philippe Soulier, Gabriel Lang, Eric Moulines

Publication date: 2000

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009953000763

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)

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