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3 documents ordered by : Date Title first author name document type Submit date

Detection of non-constant long memory parameter Lavancier F., Leipus R., Philippe A., Surgailis D. [hal-00634777 - version 3] (28/09/2012)

Asymptotic normality of the mixture density estimator in a disaggregation scheme Celov D., Leipus R., Philippe A. [hal-00242913 - version 1] (2008-02-06)

Time series aggregation, disaggregation and long memory Celov D., Leipus R., Philippe A. Lithuanian Mathematical Journal, 47, 4 (2007) 379-393 [hal-00133637 - version 1]