XIXèmes Rencontres Franco-Belges de Statisticiens (19, 20 et 21 Novembre 1998 au Centre International de Rencontres Mathématiques (CIRM) Theoremes Limites et Longue Memoire en Statistique Conference Report Pages: 5 - 6
The Generalized Multifractional Brownian Motion Antoine AyacheJacques Levy Vehel OriginalPaper Pages: 7 - 18
Linear Processes, Long-Range Dependence and Asymptotic Expansions Tailen Hsing OriginalPaper Pages: 19 - 29
Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series Sana LouhichiPhilippe Soulier OriginalPaper Pages: 31 - 40
Convergence de mesures spectrales aléatoires et applications à des principes d'invariance Gabriel LangPhilippe Soulier OriginalPaper Pages: 41 - 51
Robustness of the R / S Statistic for Fractional Stable Noises Florin AvramMurad S. Taqqu OriginalPaper Pages: 69 - 83
Wavelet Estimator of Long-Range Dependent Processes J. M. BardetG. LangP. Soulier OriginalPaper Pages: 85 - 99
Identification of the Hurst Index of a Step Fractional Brownian Motion Albert BenassiPierre BertrandJacques Istas OriginalPaper Pages: 101 - 111
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity Liudas GiraitisPiotr KokoszkaGilles Teyssière OriginalPaper Pages: 113 - 128
Asymptotic Normality of the Whittle Estimator in Linear Regression Models with Long Memory Errors Hira L. KoulDonatas Surgailis OriginalPaper Pages: 129 - 147
The Averaged Periodogram for Nonstationary Vector Time Series P.M. RobinsonD. Marinucci OriginalPaper Pages: 149 - 160
Approximation of Some Gaussian Processes Philippe CarmonaLaure CoutinG. Montseny OriginalPaper Pages: 161 - 171
Parameter Estimation and Optimal Filtering for Fractional Type Stochastic Systems M.L. KleptsynaA. Le BretonM.-C. Roubaud OriginalPaper Pages: 173 - 182
Estimating the Diffusion Coefficient for Diffusions Driven by fBm José R. LeónCarenne Ludeña OriginalPaper Pages: 183 - 192