Statistics – Applications
Scientist
Statistics
Applications
Scientist
LTCI
ENSLAPP-Annecy
TSI
A Wavelet Whittle estimator of the memory parameter of a non-stationary Gaussian time series
Asymptotic normality of wavelet estimators of the memory parameter for linear processes
Central Limit Theorems for arrays of decimated linear processes
Detection and localization of change-points in high-dimensional network traffic data
Error exponents for Neyman-Pearson detection of a continuous-time Gaussian Markov process from noisy irregular samples
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