51 citations · 54 across the 10 of their papers we have counts for
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math.ST2020
Asymptotic normality of simultaneous estimators of cyclic long-memory processes
Antoine Ayache, Myriam Fradon, Ravindi Nanayakkara +1
Spectral singularities at non-zero frequencies play an important role in investigating cyclic or seasonal time series. The publication [2] introduced the generalized filtered metho…
math.PR2020
Wavelet series representation for multifractional multistable Riemann-Liouville process
Antoine Ayache, Julien Hamonier
The main goal of this paper is to construct a wavelet-type random series representation for a random field , defined by a multistable stochastic integral, which generates a mult…