2 papers
stat.ME2011
Testing for homogeneity of variance in the wavelet domain
Olaf Kouamo, Eric Moulines, François Roueff
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model tim…
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…