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math.ST2020
Asymptotic theory for regression models with fractional local to unity root errors
Farzad Sabzikar, Kris De Brabanter
This paper develops the asymptotic theory for parametric and nonparametric regression models when the errors have a fractional local to unity root (FLUR) model structure. FLUR mode…
math.ST2018
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
B. Cooper Boniece, Gustavo Didier, Farzad Sabzikar
The Davenport spectrum is a modification of the classical Kolmogorov spectrum for the inertial range of turbulence that accounts for non-scaling low frequency behavior. Like the cl…