2 papers
stat.ME2026
Asymptotic distribution of a robust wavelet-based NKK periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
This paper investigates the asymptotic distribution of a wavelet-based NKK periodogram constructed from least absolute deviations (LAD) harmonic regression at a fixed resolution le…
stat.ME2025
Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram
Manganaw N'Daam, Tchilabalo Abozou Kpanzou, Edoh Katchekpele
In this paper, we propose a novel method for estimating the long-memory parameter in time series. By combining the multi-resolution framework of wavelets with the robustness of the…