Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes.
| Autor: | Clausel, M.1 marianne.clausel@imag.fr, Roueff, F.2 roueff@telecom-paristech.fr, Taqqu, M.S.3 murad@math.bu.edu, Tudor, C.4 Ciprian.Tudor@math.univ-lille1.fr |
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| Zdroj: | ESAIM: Probability & Statistics. Jan2014, Vol. 18, p42-0076. 35p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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