Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes∗∗∗

Author： Clausel M.   Roueff F.   Taqqu M.S.   Tudor C.  

Publisher： Edp Sciences

E-ISSN： 1262-3318|18|issue|42-76

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2013-11, pp. : 42-76

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