P. Abry and D. Et-veitch, Wavelet analysis of long-range-dependent traffic, IEEE Transactions on Information Theory, vol.44, issue.1, pp.2-15, 1998.
DOI : 10.1109/18.650984

J. M. Bardet, Statistical study of the wavelet analysis of fractional Brownian motion, IEEE Transactions on Information Theory, vol.48, issue.4, pp.991-999, 2002.
DOI : 10.1109/18.992817

J. M. Bardet, G. Lang, E. Moulines, and P. Et-soulier, Wavelet estimator of long-range dependent processes, Statistical Inference for Stochastic Processes, vol.3, issue.1/2, pp.85-99, 1998.
DOI : 10.1023/A:1009953000763

J. M. Bardet and C. Et-tudor, A wavelet analysis of the Rosenblatt process: Chaos expansion and estimation of the self-similarity parameter, Stochastic Processes and their Applications, vol.120, issue.12, 2009.
DOI : 10.1016/j.spa.2010.08.003
URL : https://hal.archives-ouvertes.fr/hal-00339203

E. Moulines, P. Priouret, and F. Et-roueff, On recursive estimation for time varying autoregressive processes, The Annals of Statistics, vol.33, issue.6, pp.2610-2654, 2005.
DOI : 10.1214/009053605000000624
URL : https://hal.archives-ouvertes.fr/hal-00022067

E. Moulines, F. Roueff, and M. S. Et-taqqu, On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter, Journal of Time Series Analysis, vol.8, issue.2, pp.155-187, 2007.
DOI : 10.2307/2669763
URL : https://hal.archives-ouvertes.fr/hal-00016357

E. Moulines, F. Roueff, and M. S. Et-taqqu, Central limit theorem for the log? regression wavelet estimation of the memory parameter in the Gaussian semi?parametric context Fractals, pp.301-313, 2007.

E. Moulines, F. Roueff, and M. S. Et-taqqu, A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series, The Annals of Statistics, vol.36, issue.4, pp.1925-1956, 2008.
DOI : 10.1214/07-AOS527
URL : https://hal.archives-ouvertes.fr/hal-00016446