Wavelet-Variance-Based Estimation for Composite Stochastic Processes
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Publication:97868
DOI10.1080/01621459.2013.799920OpenAlexW1997330647WikidataQ30447998 ScholiaQ30447998MaRDI QIDQ97868FDOQ97868
Stéphane Guerrier, Maria-Pia Victoria-Feser, Jan Skaloud, Jan Skaloud, Maria-Pia Victoria-Feser, Yannick Stebler, Stéphane Guerrier, Yannick Stebler
Publication date: September 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2013.799920
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Cited In (6)
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
- Wavelet variances for heavy-tailed time series
- Automatic modeling algorithm of stochastic error for inertial sensors
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- Robust Two-Step Wavelet-Based Inference for Time Series Models
- Two-step wavelet-based estimation for Gaussian mixed fractional processes
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