Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. (English) Zbl 1334.62050 Electron. J. Stat. 9, No. 2, 3120-3145 (2015). MSC: 62G07 45Q05 62M05 60G10 PDFBibTeX XMLCite \textit{P. Ilhe} et al., Electron. J. Stat. 9, No. 2, 3120--3145 (2015; Zbl 1334.62050) Full Text: DOI arXiv Euclid
Clausel, Marianne; Roueff, François; Taqqu, Murad S. Large scale reduction principle and application to hypothesis testing. (English) Zbl 1339.60036 Electron. J. Stat. 9, No. 1, 153-203 (2015). MSC: 60G15 60G10 62M09 62M07 60G18 62M15 60G20 60G22 42C40 PDFBibTeX XMLCite \textit{M. Clausel} et al., Electron. J. Stat. 9, No. 1, 153--203 (2015; Zbl 1339.60036) Full Text: DOI arXiv Euclid
Clausel, M.; Roueff, F.; Taqqu, M. S.; Tudor, C. Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders. (English) Zbl 1333.60072 Stochastic Processes Appl. 124, No. 7, 2517-2541 (2014). MSC: 60G18 60G22 60F05 60H05 PDFBibTeX XMLCite \textit{M. Clausel} et al., Stochastic Processes Appl. 124, No. 7, 2517--2541 (2014; Zbl 1333.60072) Full Text: DOI arXiv
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. Estimators of long-memory: Fourier versus wavelets. (English) Zbl 1431.62367 J. Econom. 151, No. 2, 159-177 (2009). MSC: 62M10 62M15 62G05 62G20 PDFBibTeX XMLCite \textit{G. Faÿ} et al., J. Econom. 151, No. 2, 159--177 (2009; Zbl 1431.62367) Full Text: DOI arXiv
Roueff, F.; Taqqu, M. S. Central limit theorems for arrays of decimated linear processes. (English) Zbl 1173.60311 Stochastic Processes Appl. 119, No. 9, 3006-3041 (2009). MSC: 60F05 62M10 62M15 62G05 60G18 PDFBibTeX XMLCite \textit{F. Roueff} and \textit{M. S. Taqqu}, Stochastic Processes Appl. 119, No. 9, 3006--3041 (2009; Zbl 1173.60311) Full Text: DOI arXiv
Moulines, E.; Roueff, F.; Taqqu, M. S. On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. (English) Zbl 1150.62058 J. Time Ser. Anal. 28, No. 2, 155-187 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M15 42C40 62M10 PDFBibTeX XMLCite \textit{E. Moulines} et al., J. Time Ser. Anal. 28, No. 2, 155--187 (2007; Zbl 1150.62058) Full Text: DOI arXiv Link