Bootstrap testing for discontinuities under long-range dependence
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- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
- A model of fractional cointegration, and tests for cointegration using the bootstrap.
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- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
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- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes
- Ideal spatial adaptation by wavelet shrinkage
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- Long memory and regime switching
- Long memory versus structural breaks: an overview
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- Minimax estimation via wavelet shrinkage
- Modelling structural breaks, long memory and stock market volatility: an overview
- Non-parametric curve estimation by wavelet thresholding with locally stationary errors
- Nonparametric inference on structural breaks
- Nonparametric regression under long-range dependent normal errors
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- Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
- Some uses if cumulants in wavelet analysis
- Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
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- Ten Lectures on Wavelets
- Testing for a Structural Break at Unknown Date with Long-memory Disturbances
- Testing for structural change in a long-memory environment
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- Wavelet Thresholding via A Bayesian Approach
- Wavelets on the interval and fast wavelet transforms
- Wavestrapping time series: Adaptive wavelet-based bootstrapping
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