Evaluating the GPH Estimator via Bootstrap Technique (Q3298704)

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Evaluating the GPH Estimator via Bootstrap Technique
scientific article

    Statements

    title
    Evaluating the GPH Estimator via Bootstrap Technique (English)
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    author
    Silvia Golia
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    published in
    Compstat
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    publication date
    15 July 2020
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    zbMATH Keywords
    bootstrap
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    discrete wavelet transform
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    GPH estimator
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    long memory process
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    62G09
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    62M10
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    94A12
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    zbMATH DE Number
    7221012
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    OpenAlex ID
    W1887689373
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