Authors:
Douc, R.
Moulines, E.
Rosenthal, Jeffrey S.
Citation: R. Douc, et al., Quantitative bounds on convergence of time-inhomogeneous Markov chains, Annals of applied probability , 14(4), 2004, pp. 1643-1665
Citation: E. Moulines, et al., A Wavelet Whittle Estimator of the Memory Parameter of a Nonstationary Gaussian Time Series, Annals of statistics , 36(4), 2008, pp. 1925-1956