238 citations · 461 across the 24 of their papers we have counts for
Showing 2011Show all
2 papers · 1 filter
math.ST2011
Detection of non-constant long memory parameter
Frédéric Lavancier, Remigijus Leipus, Anne Philippe +1
This article deals with detection of nonconstant long memory parameter in time series. The null hypothesis presumes stationary or nonstationary time series with constant long memor…
math.ST2011
Aggregation of isotropic autoregressive fields
Frédéric Lavancier
This note constitutes a corrigendum to the article of Azomahou, JSPI, 139:2581-2597. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice, with…