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LASS: a tool for the local analysis of self-similarity

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  • Stoev, Stilian
  • Taqqu, Murad S.
  • Park, Cheolwoo
  • Michailidis, George
  • Marron, J.S.

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Suggested Citation

  • Stoev, Stilian & Taqqu, Murad S. & Park, Cheolwoo & Michailidis, George & Marron, J.S., 2006. "LASS: a tool for the local analysis of self-similarity," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2447-2471, May.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:9:p:2447-2471
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    References listed on IDEAS

    as
    1. Benassi, Albert & Cohen, Serge & Istas, Jacques, 1998. "Identifying the multifractional function of a Gaussian process," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 337-345, August.
    2. J. Bardet & G. Lang & E. Moulines & P. Soulier, 2000. "Wavelet Estimator of Long-Range Dependent Processes," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 85-99, January.
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    Cited by:

    1. Park, Cheolwoo & Godtliebsen, Fred & Taqqu, Murad & Stoev, Stilian & Marron, J.S., 2007. "Visualization and inference based on wavelet coefficients, SiZer and SiNos," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5994-6012, August.
    2. Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S., 2009. "Estimators of long-memory: Fourier versus wavelets," Journal of Econometrics, Elsevier, vol. 151(2), pages 159-177, August.
    3. Debashis Mondal & Donald Percival, 2012. "M-estimation of wavelet variance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(1), pages 27-53, February.
    4. F. Roueff & M. S. Taqqu, 2009. "Asymptotic normality of wavelet estimators of the memory parameter for linear processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(5), pages 534-558, September.
    5. Mielniczuk, J. & Wojdyllo, P., 2007. "Estimation of Hurst exponent revisited," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4510-4525, May.

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