Confidence intervals for the long memory parameter based on wavelets and resampling

Pier Luigi Conti, Livia De Giovanni, Stilian Stoev, Murad S. Taqqu

Type: Article

Publication Date: 2008-04-01

Citations: 11

Locations

Statistica Sinica - View

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+ PDF Chat	A large sample test for the length of memory of stationary symmetric stable random fields via nonsingular ℤ<sup><i>d</i></sup>-actions	2018	Ayan Bhattacharya Parthanil Roy
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Works Cited by This (5)

Action	Title	Year	Authors
+	On the sampling window method for long-range dependent data	1998	Peter Hall Bing‐Yi Jing Soumendra N. Lahiri
+	Tests for Hurst effect	1987	R B Davies David Harte
+	The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion	1993	E. Masry
+ PDF Chat	A wavelet-based joint estimator of the parameters of long-range dependence	1999	Darryl Veitch Patrice Abry
+ PDF Chat	Gaussian Random Processes.	1979	W. D. Ray И. А. Ибрагимов Yu. A. Rozanov