ESAIM: Probability and Statistics (ESAIM: P&S)

Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes

M. Clausel, F. Roueff, M.S. Taqqu and C. Tudor

ESAIM: PS, 18 (2014) 42-76

Published online: 28 November 2013

DOI: 10.1051/ps/2012026

M. Clausel

F. Roueff

M.S. Taqqu

C. Tudor

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