1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 1 cited
Estimators of Long-Memory: Fourier versus Wavelets
Gilles Fay, Eric Moulines, François Roueff +1
There have been a number of papers written on semi-parametric estimation methods of the long-memory exponent of a time series, some applied, others theoretical. Some using Fourier…
math.ST2007
Frequency estimation based on the cumulated Lomb-Scargle periodogram
Céline Lévy-Leduc, Eric Moulines, François Roueff
We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting.…