An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479)
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scientific article; zbMATH DE number 1454259
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| 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)
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4 June 2000
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compactly supported wavelets
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maximum likelihood estimator
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sparse covariance matrix
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0.8822871446609497
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0.8711487054824829
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0.8549038767814636
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0.828292727470398
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0.8178426027297974
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