Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. (English) Zbl 1290.62082 J. Time Ser. Anal. 32, No. 2, 135-156 (2011). MSC: 62M10 60G15 60F05 62M09 62G35 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., J. Time Ser. Anal. 32, No. 2, 135--156 (2011; Zbl 1290.62082) Full Text: DOI arXiv Link
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. Large sample behaviour of some well-known robust estimators under long-range dependence. (English) Zbl 1291.62108 Statistics 45, No. 1, 59-71 (2011). MSC: 62G35 62G20 60G10 PDFBibTeX XMLCite \textit{C. Lévy-Leduc} et al., Statistics 45, No. 1, 59--71 (2011; Zbl 1291.62108) Full Text: DOI Link
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. On the properties of the periodogram of a stationary long-memory process over different epochs with applications. (English) Zbl 1224.62078 J. Time Ser. Anal. 31, No. 1, 20-36 (2010). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M15 65T50 62M10 60G10 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Time Ser. Anal. 31, No. 1, 20--36 (2010; Zbl 1224.62078) Full Text: DOI
Molinares, Fabio Fajardo; Reisen, Valdério Anselmo; Cribari-Neto, Francisco Robust estimation in long-memory processes under additive outliers. (English) Zbl 1162.62085 J. Stat. Plann. Inference 139, No. 8, 2511-2525 (2009). MSC: 62M10 62G05 62G35 62M15 62F35 65C05 PDFBibTeX XMLCite \textit{F. F. Molinares} et al., J. Stat. Plann. Inference 139, No. 8, 2511--2525 (2009; Zbl 1162.62085) Full Text: DOI
Silva, E. M.; Franco, G. C.; Reisen, V. A.; Cruz, F. R. B. Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models. (English) Zbl 1157.62497 Comput. Stat. Data Anal. 51, No. 2, 1002-1011 (2006). MSC: 62M10 62F40 62G09 PDFBibTeX XMLCite \textit{E. M. Silva} et al., Comput. Stat. Data Anal. 51, No. 2, 1002--1011 (2006; Zbl 1157.62497) Full Text: DOI
Franco, Glaura C.; Reisen, Valdério A.; Barros, Paula A. Unit root tests using semi-parametric estimators of the long-memory parameter. (English) Zbl 1112.62091 J. Stat. Comput. Simulation 76, No. 8, 727-735 (2006). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{G. C. Franco} et al., J. Stat. Comput. Simulation 76, No. 8, 727--735 (2006; Zbl 1112.62091) Full Text: DOI
Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo Estimating seasonal long-memory processes: a Monte Carlo study. (English) Zbl 1157.62495 J. Stat. Comput. Simulation 76, No. 4, 305-316 (2006). MSC: 62M10 62F10 62F35 PDFBibTeX XMLCite \textit{V. A. Reisen} et al., J. Stat. Comput. Simulation 76, No. 4, 305--316 (2006; Zbl 1157.62495) Full Text: DOI Link