Integer-valued trawl processes: a class of stationary infinitely divisible processes, Scand. J. Statist, vol.41, pp.693-724, 2014. ,
Consistent estimation of the memory parameter for nonlinear time series. J. of Time series analysis, pp.87-104, 2005. ,
, Weak dependence: With Examples and Applications, vol.190, 2007.
URL : https://hal.archives-ouvertes.fr/hal-00141567
Discrete-time trawl processes, Stochastic Process. Appl, vol.129, issue.4, pp.1326-1348, 2019. ,
URL : https://hal.archives-ouvertes.fr/hal-02429681
Theory and Applications of Long-Range Dependence, 2002. ,
Estimation of the memory parameter of the infinite-source Poisson process, Bernoulli, vol.13, issue.2, pp.473-491, 2007. ,
URL : https://hal.archives-ouvertes.fr/hal-00008797
Large Sample Inference for Long Memory Processes, 2012. ,
The asymptotic theory of linear time-series models, J. Appl. Probability, vol.10, p.913, 1973. ,
Estimating long memory in volatility, Econometrica, vol.73, issue.4, pp.1283-1328, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00147611
Limit theorems of probability theory, of Oxford Studies in Probability. The Clarendon Press, vol.4, 1995. ,
, Long-Range Dependence and Self-Similarity. Cambridge Series in Statistical and Probabilistic Mathematics, 2017.
Gaussian Semiparametric Estimation of Long Range Dependence, Ann. Statist, pp.1630-1661, 1995. ,