Article
Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric
, Reisen, Valdério Anselmo and Taqqu, Murad
(2011)
Asymptotic properties of u-processes under long-range dependence.
Annals of Statistics, 39 (3).
pp. 1399-1426.
Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric
, Reisen, Valdério Anselmo and Taqqu, Murad
(2011)
Large sample behaviour of some well-known robust estimators under longrange dependence.
Statistics: A Journal of Theoretical and Applied Statistics, 45 (n°1).
pp. 59-71.
Boistard, Hélène, Levy-Leduc, Céline, Moulines, Eric
, Reisen, Valdério Anselmo and Taqqu, Murad
(2011)
Robust estimation of the scale and of the autocovariance function of Gaussian shortand long-range dependent processes.
Journal of Time Series Analysis, 32.
pp. 135-156.