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

• 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