51 citations · 182 across the 29 of their papers we have counts for
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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
Moment bounds and central limit theorems for Gaussian subordinated arrays
Jean-Marc Bardet, Donatas Surgailis
A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for…