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   RePEc:kap:compec:v:48:y:2016:i:4:d:10.1007_s10614-015-9541-4.

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1. On the integrated mean squared error of wavelet density estimation for linear processes. (2023). Adamic, Peter ; Sang, Hailin ; Beknazaryan, Aleksandr.
   In: Statistical Inference for Stochastic Processes.
   RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09281-9.

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2. Multiscale Partial Correlation Clustering of Stock Market Returns. (2022). Michis, Antonis.
   In: JRFM.
   RePEc:gam:jjrfmx:v:15:y:2022:i:1:p:24-:d:720850.

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3. Whittle-type estimation under long memory and nonstationarity. (2020). Hassler, Uwe ; Cheung, Ying Lun.
   In: AStA Advances in Statistical Analysis.
   RePEc:spr:alstar:v:104:y:2020:i:3:d:10.1007_s10182-019-00358-0.

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4. Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun.
   In: Economics Letters.
   RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641.

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5. Parameter identification for mixed fractional Brownian motions with the drift parameter. (2019). Cheng, Xuwen ; Wu, Xiang ; Xiao, Weilin ; Cai, Chunhao.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305783.

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6. An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie.
   In: Hannover Economic Papers (HEP).
   RePEc:han:dpaper:dp-628.

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7. An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie.
   In: Econometrics.
   RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

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8. Long-run wavelet-based correlation for financial time series. (2018). Conlon, Thomas ; cotter, john ; Genay, Ramazan.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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9. Memory properties of transformations of linear processes. (2017). Sang, Yongli.
   In: Statistical Inference for Stochastic Processes.
   RePEc:spr:sistpr:v:20:y:2017:i:1:d:10.1007_s11203-016-9134-4.

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10. A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:43:y:2016:i:4:p:655-673.

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11. High versus low inflation: implications for price-level convergence. (2016). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0990-3.

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12. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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13. Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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14. Multivariate Wavelet Whittle Estimation in Long-range Dependence. (2016). Achard, Sophie ; Gannaz, Irene.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:37:y:2016:i:4:p:476-512.

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15. Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression. (2015). Baruník, Jozef ; Barunikova, Michaela .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:43.

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16. Estimation of long memory in volatility using wavelets. (2015). Baruník, Jozef ; Kraicova, Lucie ; Barunik, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:33.

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17. Long-run international diversification. (2015). Conlon, Thomas ; cotter, john ; Genay, Ramazan.
    In: Working Papers.
    RePEc:ucd:wpaper:201502.

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18. High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Working Papers.
    RePEc:fiu:wpaper:1503.

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19. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

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20. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:14.

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21. High versus Low Inflation: Implications for Price-Level Convergence. (2014). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1412.

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22. Time scale evaluation of economic forecasts. (2014). Michis, Antonis.
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:3:p:279-281.

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23. Parameter identification in mixed Brownian–fractional Brownian motions using Powells optimization algorithm. (2014). Xiao, Wei-Lin ; Sun, QI ; Zhang, PU.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:314-319.

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24. Time Scale Evaluation of Economic Forecasts. (2014). Michis, Antonis.
    In: Working Papers.
    RePEc:cyb:wpaper:2014-1.

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25. MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES. (2014). Nanamiya, Kei .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:35:y:2014:i:4:p:341-356.

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26. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

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27. On rate-optimal nonparametric wavelet regression with long memory moving average errors. (2013). Li, Linyuan ; Lu, Kewei.
    In: Statistical Inference for Stochastic Processes.
    RePEc:spr:sistpr:v:16:y:2013:i:2:p:127-145.

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28. Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets. (2013). PEGUIN-FEISSOLLE, Anne ; Boubaker, Heni.
    In: Computational Economics.
    RePEc:kap:compec:v:42:y:2013:i:3:p:291-306.

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29. Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression. (2013). Baruník, Jozef ; Barunikova, Michaela .
    In: Papers.
    RePEc:arx:papers:1208.4831.

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30. Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size. (2012). Coeurjolly, Jean-Franois ; Breton, Jean-Christophe.
    In: Statistical Inference for Stochastic Processes.
    RePEc:spr:sistpr:v:15:y:2012:i:1:p:1-26.

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31. Comparaison of several estimation procedures for long term behavior. (2012). GUEGAN, Dominique ; Lu, Zhiping ; Zhu, BeiJia .
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12008.

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32. Estimation of the long memory parameter in non stationary models: A Simulation Study. (2011). Boutahar, Mohamed ; Khalfaoui, Rabeh.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00595057.

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33. Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Franois.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844.

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34. Pricing currency options in a fractional Brownian motion with jumps. (2010). Wang, Ying-Luo ; Zhang, Xi-li ; Xiao, Wei-Lin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:935-942.

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35. Central limit theorems for arrays of decimated linear processes. (2009). Taqqu, M. S. ; Roueff, F..
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:119:y:2009:i:9:p:3006-3041.

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36. Asymptotic normality of wavelet estimators of the memory parameter for linear processes. (2009). Taqqu, M. S. ; Roueff, F..
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:30:y:2009:i:5:p:534-558.

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