Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes

DOI10.3150/07-BEJ6151zbMath1155.62060arXivmath/0701770OpenAlexW2048903731MaRDI QIDQ1002547

Abdellatif Jouini, Jean-Marc Bardet, Hatem Bibi

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701770

zbMATH Keywords

tableswavelet analysislong range dependenceadaptive estimationmemory parametersemi-parametric estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

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