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20072025
most citedA wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter

58 citations · 139 across the 28 of their papers we have counts for

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math.ST2018

Data-driven semi-parametric detection of multiple changes in long-range dependent processes

Jean-Marc Bardet, Abdellatif Guenaizi

This paper is devoted to the offline multiple changes detection for long-range dependence processes. The observations are supposed to satisfy a semi-parametric long-range dependenc…