A wavelet solution to the spurious regression of fractionally differenced processes (Q4676849): Difference between revisions
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| Property / cites work: On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes / rank | |||
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| Property / cites work: Ten Lectures on Wavelets / rank | |||
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Latest revision as of 11:33, 10 June 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)
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20 May 2005
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asymptotic properties
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discrete wavelet transform
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long memory
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non-stationary processes
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simulation
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