Search Results - "KOUAMO, O."

Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context by KOUAMO, O., LÉVY-LEDUC, C., MOULINES, E.

“…In this paper, we study robust estimators of the memory parameter d of a (possibly) non-stationary Gaussian time series with generalized spectral density f…”
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Multi-scale test procedure for non-stationarity in short and long memory time series by Kouamo, Olaf, Gouy-Pailler, Cedric

“…In this paper, we develop a test procedure for non-stationarity for possibly long-memory processes. Contrary to most of the proposed methods, the test…”
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Inference of a Generalized Long Memory Process in the Wavelet Domain by Kouamo, O., Charbit, M., Moulines, E., Roueff, F.

“…Consider the discrete wavelet transform (DWT) of a time series X ={ X t , t ∈ Z} with weakly stationary K th differences. Such time series are encountered in…”
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Robust estimation of the memory parameter of Gaussian time series using wavelets by Kouamo, O., Levy-Leduc, C., Moulines, E.

“…We propose in this paper robust estimators of the memory parameter d of a (possibly) non stationary Gaussian time series with generalized spectral density f…”
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