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math.ST2010★ 5 cited
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
Jean-Marc Bardet, Hatem Bibi
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension…
math.ST2007
Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
Jean-Marc Bardet, Hatem Bibi, Abdellatif Jouini
This work is intended as a contribution to a wavelet-based adaptive estimator of the memory parameter in the classical semi-parametric framework for Gaussian stationary processes.…