biblio.bib

@misc{newey1986simple,
  title={A simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix},
  author={Newey, Whitney K and West, Kenneth D},
  year={1986},
  publisher={National Bureau of Economic Research Cambridge, Mass., USA}
}

@article{xu2017study,
  title={A Study of the Allan Variance for Constant-Mean Nonstationary Processes},
  author={Xu, H. and Guerrier, St{\'e}phane and Molinari, Roberto and Zhang, Yuming},
  journal={IEEE signal processing letters},
  volume={24},
  number={8},
  pages={1257--1260},
  year={2017},
  publisher={IEEE}
}

@book{hamilton1994time,
  title={{Time Series Analysis}},
  author={Hamilton, J. D.},
  volume={2},
  year={1994},
  publisher={Princeton university press Princeton}
}

@article{komunjer2012global,
  title={{Global Identification in Nonlinear Models with Moment Restrictions}},
  author={Komunjer, I.},
  journal={Econometric Theory},
  volume={28},
  number={4},
  pages={719},
  year={2012}
}

@incollection{newey1994vlarge,
  title={{Large Sample Estimation and Hypothesis Testing, V in Handbook of Econometrics}},
  author={Newey, W. K. and McFadden, D.},
  year={1994},
  volume = {4},
  publisher={Elsevier, Amsterdam}
}

@book{baltagi2008companion,
  title={{A Companion to Theoretical Econometrics}},
  author={Baltagi, Badi H},
  year={2008},
  publisher={John Wiley \& Sons}
}

@article{granger1969investigating,
  title={{Investigating Causal Relations by Econometric Models and Cross-Spectral Methods}},
  author={Granger, C. W. J.},
  journal={Econometrica: Journal of the Econometric Society},
  pages={424--438},
  year={1969},
  publisher={JSTOR}
}

@book{efron1994introduction,
  title={An introduction to the bootstrap},
  author={Efron, B. and Tibshirani, R. J.},
  year={1994},
  publisher={CRC press}
}

@inproceedings{li2015real,
  title={Real-time attitude tracking of mobile devices},
  author={Li, Y. and Lan, H. and Zhuang, Y. and Zhang, P. and Niu, X. and El-Sheimy, N0},
  booktitle={Indoor Positioning and Indoor Navigation (IPIN), 2015 International Conference on},
  pages={1--7},
  year={2015},
  organization={IEEE}
}

@article{allan1966statistics,
  title={{Statistics of Atomic Frequency Standards}},
  author={Allan, D. W.},
  journal={Proceedings of the IEEE},
  volume={54},
  number={2},
  pages={221--230},
  year={1966},
  publisher={IEEE}
}


@ARTICLE{elsheimy08av,
  author = {El-Sheimy, N. and Hou, H. and Niu, X.},
  title = {{Analysis and Modeling of Inertial Sensors using Allan Variance}},
  journal = {IEEE Transactions on Instrumentation and Measurement},
  year = {2008},
  volume = {57},
  pages = {140--149},
  number = {1},
  month = {January},
  publisher = {IEEE}
}

@article{guerrier2013wavelet,
  title={{Wavelet-Variance-Based Estimation for Composite Stochastic Processes}},
  author={Guerrier, S. and Skaloud, J. and Stebler, Y.  and Victoria-Feser, M.P.},
  year={2013},
  journal = {Journal of the American Statistical Association},
  volume={108},
  number={503}
}

@article{guerrier2016theoretical,
  title={{Theoretical Limitations of Allan Variance-based Regression for Time Series Model Estimation}},
  author={Guerrier, S. and Molinari, R. and Stebler, Y.},
  journal={IEEE Signal Processing Letters},
  volume={23},
  number={5},
  pages={597--601},
  year={2016},
  publisher={IEEE}
}


@book{percival2006wavelet,
  title={{Wavelet methods for time series analysis}},
  author={Percival, D. B. and Walden, A. T.},
  year={2006},
  publisher={Cambridge university press}
}

@article{greenhall1998spectral,
  title={{Spectral Ambiguity of Allan Variance}},
  author={Greenhall, C. A.},
  journal={IEEE Transactions on Instrumentation and Measurement},
  volume={47},
  number={3},
  pages={623--627},
  year={1998},
  publisher={IEEE}
}

@article{zhang2008allan,
  title={{Allan Variance of Time Series Models for Measurement Data}},
  author={Zhang, N. F.},
  journal={Metrologia},
  volume={45},
  number={5},
  pages={549},
  year={2008},
  publisher={IOP Publishing}
}

@incollection{percival1994long,
  title={{Long-memory processes, the Allan variance and wavelets}},
  author={Percival, D. B. and Guttorp, P.},
  booktitle={Wavelet Analysis and its Applications},
  volume={4},
  pages={325--344},
  year={1994},
  publisher={Elsevier}
}

@article{percival1995estimation,
  title={{On Estimation of the Wavelet Variance}},
  author={Percival, D. P.},
  journal={Biometrika},
  volume={82},
  number={3},
  pages={619--631},
  year={1995},
  publisher={Oxford University Press}
}

@article{stebler2011constrained,
  title={{Constrained Expectation-Maximization Algorithm for Stochastic Inertial Error Modeling: Study of Feasibility}},
  author={Stebler, Y. and Guerrier, S. and Skaloud, J. and Victoria-Feser, M.-P.},
  journal={Measurement Science and Technology},
  volume={22},
  number={8},
  pages={085204},
  year={2011},
  publisher={IOP Publishing}
}

@article{guerrier2016discussion,
  title={{Discussion on Maximum Likelihood-Based Methods for Inertial Sensor Calibration}},
  author={Guerrier, S. and Molinari, R. and Balamuta, J.},
  journal={IEEE Sensors Journal},
  volume={16},
  number={14},
  pages={5522--5523},
  year={2016},
  publisher={IEEE}
}


@article{dempster1977maximum,
  title={{Maximum Likelihood from Incomplete Data via the EM Algorithm}},
  author={Dempster, A. P. and Laird, N. M. and Rubin, D. B.},
  journal={Journal of the royal statistical society. Series B (methodological)},
  pages={1--38},
  year={1977},
  publisher={JSTOR}
}

@article{guerrier2013wavelet,
  title={{Wavelet-Variance-Based Estimation for Composite Stochastic Processes}},
  author={Guerrier, S. and Skaloud, J. and Stebler, Y.  and Victoria-Feser, M.P.},
  year={2013},
  journal = {Journal of the American Statistical Association},
  volume={108},
  number={503}
}

@article{stebler2011constrained,
  title={{Constrained Expectation-Maximization Algorithm for Stochastic Inertial Error Modeling: Study of Feasibility}},
  author={Stebler, Y. and Guerrier, S. and Skaloud, J. and Victoria-Feser, M.-P.},
  journal={Measurement Science and Technology},
  volume={22},
  number={8},
  pages={085204},
  year={2011},
  publisher={IOP Publishing}
}

@article{guerrier2013limits,
  title={Limits of the allan variance and optimal tuning of wavelet variance based estimators},
  author={Guerrier, St{\'e}phane and Stebler, Yannick and Skalud, Jan and Victoria-Feser, Maria-Pia},
  year={2013}
}

@article{guerrier2016theoretical,
  title={Theoretical limitations of allan variance-based regression for time series model estimation},
  author={Guerrier, St{\'e}phane and Molinari, Roberto and Stebler, Yannick},
  journal={IEEE Signal Processing Letters},
  volume={23},
  number={5},
  pages={597--601},
  year={2016},
  publisher={IEEE}
}

@phdthesis{stebler2012PHD,
  title={{Modeling and Processing Approaches for Integrated Inertial Navigation}},
  author={Stebler, Y.},
  year={2012},
  school={{\'E}cole Polytechnique F{\'e}d{\'e}rale de Lausanne}
}

@book{percival2000wavelet,
  title={{Wavelet Methods for Time Series Analysis}},
  author={Percival, D. B. and Walden, A. T.},
  year={2000},
  publisher={Cambridge University Press}
}

@article{serroukh2000statistical,
  title={{Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series}},
  author={Serroukh, A. and Walden, A. T. and Percival, D. B.},
  journal={Journal of the American Statistical Association},
  volume={95},
  number={449},
  pages={184--196},
  year={2000},
  publisher={Taylor \& Francis Group}
}

@inproceedings{radi2017authomatic,
  title={An Automatic Calibration Approach for the Stochastic Parameters of Inertial Sensors},
  author={Radi, A and Bakalli, G.  and El-Sheimy, N. and Guerrier, S. and Molinari, R.},
  booktitle={Proceedings of the 30th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2017)},
  pages={3053 - 3060},
  year={2017},
  organization={IEEE}
}

@article{guerrier2015wvic,
  title={{Automatic Identification and Calibration of Stochastic Parameters in Inertial Sensors}},
  author={Guerrier, S. and Molinari, R. and Skaloud, J.},
  year={2015},
  journal = {Navigation},
  volume={62},
  number={4}
}