Gaussian long memory processes
Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes
39
Application of Malliavin calculus and analysis on Wiener space to long-memory parameter estimation for non-Gaussian processes
5
Bayesian nonparametric estimation of the spectral density of a long memory Gaussian time series
51
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
34
Prediction of long memory processes on same-realisation
27
Adaptive semiparametric wavelet estimator and goodness-of-fit test for long memory linear processes
19
Adaptive wavelet based estimator of the memory parameter for stationary Gaussian processes
35
Estimating long memory in volatility
40
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
26
Testing fractional order of long memory processes : a Monte Carlo study
16
Inference for continuous-time long memory randomly sampled processes
20
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
15
Aggregation and long memory: recent developments
20
Analysis of stationary and non-stationary long memory processes : estimation, applications and forecast
202
Bayesian Nonparametric Adaptive Control using Gaussian Processes
13
Analysis of dance movements using Gaussian processes
11
Interactions between gaussian processes and bayesian estimation
168
Zeros of smooth stationary Gaussian processes
74
Nonlinear hyperspectral unmixing using Gaussian processes
6
On the equivalence of multiparameter Gaussian processes
24