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