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Conference

Testing fractal connectivity in multivariate long memory processes

Subjects: Wavelet transform; Long memory; Fractal connectivityTaipei; Taiwan

  • Source: Proceedings of IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 ; ICASSP 2009 - IEEE International Conference on Acoustics, Speech and Signal Processing ;

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Academic Journal

Consistency of the regression estimator with functional data under long memory conditions

Subjects: 62G08; [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]; [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

  • Source: ISSN: 0167-7152 ; Statistics and Probability Letters ; https://hal.science/hal-00622143 ; Statistics and Probability Letters, 2008, 78 (8), pp.1043-1049. ⟨10.1016/j.spl.2007.11.011⟩.

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Academic Journal

Wavelet-based and Fourier-based multivariate Whittle estimation: multiwave

Subjects: long-run covariance; multivariate time series; Whittle estimation

  • Source: ISSN: 1548-7660 ; Journal of Statistical Software ; https://hal.science/hal-01840099 ; Journal of Statistical Software, 2019, 89 (6), ⟨10.18637/jss.v089.i06⟩.

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