Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547)
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scientific article; zbMATH DE number 5521476
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| English | Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes |
scientific article; zbMATH DE number 5521476 |
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Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (English)
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2 March 2009
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wavelet analysis
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long range dependence
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memory parameter
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semi-parametric estimation
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adaptive estimation
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tables
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0.90479195
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0.89221585
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0.88622797
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0.88400936
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0.88353634
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