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DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION.
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- Fractals, 2007, v. 15, n. 1, p. 73, doi. 10.1142/S0218348X07003356
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- Article
A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times.
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- Scandinavian Journal of Statistics, 2010, v. 37, n. 3, p. 458, doi. 10.1111/j.1467-9469.2009.00684.x
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- Article
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate.
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- Journal of Time Series Analysis, 2008, v. 29, n. 5, p. 906, doi. 10.1111/j.1467-9892.2008.00588.x
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- Article
Identification of the multiscale fractional Brownian motion with biomechanical applications.
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- Journal of Time Series Analysis, 2007, v. 28, n. 1, p. 1, doi. 10.1111/j.1467-9892.2006.00494.x
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- Article
Testing for the Presence of Self-Similarity of Gaussian Time Series Having Stationary Increments.
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- Journal of Time Series Analysis, 2000, v. 21, n. 5, p. 497, doi. 10.1111/1467-9892.00195
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- Article
A new non-parametric detector of univariate outliers for distributions with unbounded support.
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- Extremes, 2017, v. 20, n. 4, p. 751, doi. 10.1007/s10687-017-0295-3
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- Article
Semiparametric Stationarity and Fractional Unit Roots Tests Based on Data-Driven Multidimensional Increment Ratio Statistics.
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- Journal of Time Series Econometrics, 2016, v. 8, n. 2, p. 115, doi. 10.1515/jtse-2014-0031
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- Article
A new estimator for LARCH processes.
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- Journal of Time Series Analysis, 2024, v. 45, n. 1, p. 103, doi. 10.1111/jtsa.12689
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- Article