On the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://hal.science/hal-00016357 |
| Author | Moulines, Eric, Roueff, François, Taqqu, Murad |
| Maintainer | CCSD |
| Last Updated | May 8, 2026, 15:43 (UTC) |
| Created | May 8, 2026, 15:43 (UTC) |
| Identifier | hal-00016357 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire Traitement et Communication de l'Information (LTCI) ; Télécom ParisTech-Institut Mines-Télécom [Paris] (IMT)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Moulines, Eric |
| date | 2006-08-17T00:00:00 |
| harvest_object_id | d5fd039c-76bb-4be2-9801-16b8ef89d652 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-01-19T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/math.ST/0512635 |
| set_spec | type:UNDEFINED |