clausel.roueff.ea:14:wavelet¶
BibTeX Entry:
@article{clausel.roueff.ea:14:wavelet,
author = {Clausel, M. and Roueff, F. and Taqqu, M. S. and Tudor, C.},
doi = {10.1051/ps/2012026},
fjournal = {ESAIM. Probability and Statistics},
issn = {1292-8100,1262-3318},
journal = {ESAIM Probab. Stat.},
mrclass = {62M09 (42C40 60G18 60G20 60G22 62M15)},
mrnumber = {3143733},
mrreviewer = {Gilles\ Teyssi\`ere},
pages = {42--76},
title = {Wavelet estimation of the long memory parameter for {H}ermite polynomial of {G}aussian processes},
url = {https://doi.org/10.1051/ps/2012026},
volume = {18},
year = {2014}
}