Central limit theorem for the log-regression wavelet estimation of the memory parameter in the gaussian semi-parametric context

Fractals

Volumn 15, Issue 4, 2007, Pages 301-313

  Moulines, E ^a   Roueff, F ^a   Taqqu, Murad S ^b  

^a INSTITUT TELECOM   (France)

^b Boston University   (United States)

Author keywords

Long range dependence; Semi parametric estimation; Wavelet analysis

Indexed keywords

ASYMPTOTIC ANALYSIS; DENSITY FUNCTIONAL THEORY; GAUSSIAN DISTRIBUTION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; WAVELET ANALYSIS;

LONG RANGE DEPENDENCE; SEMI-PARAMETRIC ESTIMATION;

THEOREM PROVING;

EID: 37249001720     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X07003721     Document Type: Article

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