An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1454259
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets |
scientific article; zbMATH DE number 1454259 |
Statements
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (English)
0 references
4 June 2000
0 references
compactly supported wavelets
0 references
maximum likelihood estimator
0 references
sparse covariance matrix
0 references
0 references
0 references
0 references
0.8822871446609497
0 references
0.8711487054824829
0 references
0.8549038767814636
0 references
0.828292727470398
0 references
0.8178426027297974
0 references
