A wavelet solution to the spurious regression of fractionally differenced processes (Q4676849): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:10, 7 February 2024
scientific article; zbMATH DE number 2169388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet solution to the spurious regression of fractionally differenced processes |
scientific article; zbMATH DE number 2169388 |
Statements
A wavelet solution to the spurious regression of fractionally differenced processes (English)
0 references
20 May 2005
0 references
asymptotic properties
0 references
discrete wavelet transform
0 references
long memory
0 references
non-stationary processes
0 references
simulation
0 references
