Estimation of time-varying long memory parameter using wavelet method (Q3015869)
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scientific article; zbMATH DE number 5919967
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| English | Estimation of time-varying long memory parameter using wavelet method |
scientific article; zbMATH DE number 5919967 |
Statements
Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (English)
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13 July 2011
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discrete wavelet packet transform
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Gegenbauer process
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non stationarity
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ordinary least square estimation
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0.8997907042503357
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0.8755830526351929
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0.8140296936035156
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0.8081694841384888
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