selected publications

• academic article

  • Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders.  Stochastic Processes and their Applications.  124:2517-2541. 2014
  • Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes.  Journal of Time Series Analysis.  32:135-156. 2010

• blog posting

  • Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes.  arXiv (Cornell University). 2011
  • Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory.  arXiv (Cornell University). 2010
  • Central Limit Theorems for arrays of decimated linear processes.  arXiv (Cornell University). 2008