An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory processes and fractional integration in econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4288302 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast wavelet transforms and numerical algorithms I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in low order fractionally differenced ARMA processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The detection and estimation of long memory in stochastic volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time series: theory and methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the continuous wavelet transform of second-order random processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Orthonormal bases of compactly supported wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of the parameters of discrete fractionally differenced Gaussian noise process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional differencing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4896587 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory for multiresolution signal decomposition: the wavelet representation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singularity detection and processing with wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996824 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3135829 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Correlation structure of the discrete wavelet coefficients of fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A minimum distance estimator for long-memory processes / rank
 
Normal rank

Latest revision as of 16:30, 29 May 2024

scientific article
Language Label Description Also known as
English
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
scientific article

    Statements

    An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (English)
    0 references
    4 June 2000
    0 references
    0 references
    compactly supported wavelets
    0 references
    maximum likelihood estimator
    0 references
    sparse covariance matrix
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references