Long-Range Dependence: Theory and Applications

2002

51 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/40ba6acfe569fdbaee122d49aca3dc004ea35a4b

Citations in the corpus

• On the Spectral Density of the Wavelet Coefficients of Long‐Memory Time Series with Application to the Log‐Regression Estimation of the Memory Parameter (2005, unknown): “This type of assumption is typical in the semi-parametric estimation setting (see for instance Robinson (1995) and Moulines and Soulier (2002)).”