A wavelet solution to the spurious regression of fractionally differenced processes (Q4676849): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1002/asmb.497 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2107610637 / rank | |||
Normal rank |
Revision as of 00:58, 20 March 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