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20092011
most citedDetection and localization of change-points in high-dimensional network traffic data

73 citations · 75 across the 3 of their papers we have counts for

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math.ST2010

Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context

Olaf Kouamo, Céline Lévy-Leduc, Eric Moulines

In this paper, we study robust estimators of the memory parameter d of a (possibly) non stationary Gaussian time series with generalized spectral density f. This generalized spectr…