most citedEstimators of Long-Memory: Fourier versus Wavelets

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.ST2008★ 1 cited

Estimators of Long-Memory: Fourier versus Wavelets

Gilles Fay, Eric Moulines, François Roueff +1

There have been a number of papers written on semi-parametric estimation methods of the long-memory exponent of a time series, some applied, others theoretical. Some using Fourier…

math.ST2007

Frequency estimation based on the cumulated Lomb-Scargle periodogram

Céline Lévy-Leduc, Eric Moulines, François Roueff

We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting.…