Adaptive estimator of the memory parameter and goodness-of-fit test using a multidimensional increment ratio statistic

Pötscher, Sparse estimators and the oracle property, or the return of Hodges’ estimator, Journal of Econometrics (2007), doi: 10.1016/j.jeconom.2007.05.017. This is a PDF file of

Roueff and Taqqu ( 2009a ) prove that this asymptotic normality is acquired in univariate setting, but no result was provided for wavelet- based estimation in multivariate setting..

The present paper is an attempt to answer this question and we emphasize that our main interest is to construct a goodness-of-fit test.. For that, we need some results on

The PIXE method, with EDS analysis and using the multilayer approach for treating the X-ray spectrum allows the chemistry of an intra-crystalline inclusion to be measured,

Approche théorique sur la gouvernance sportive. La gouvernance sportive, la gestion des structures et des instances sportives, sont touchées par la bonne maitrise du

In this study we have shown that p97/VCP can interact in a stress dependent manner with signaling complexes that include HDAC1, RuvBL2 and transcription factors to control

A financial audit of the Central Bank of Tanzania carried out by Ernst and Young (an international firm) revealed that more than Tz Sh 133 billion (approximately € 70

We have shown for the first time to our knowledge, the error free transmission of a 10 Gbit/s optical signal in a 2.5-cm long Silicon Germanium waveguide at a wavelength of