An Approximate Wavelet MLE of Short- and Long-Memory Parameters (Q3368237)
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scientific article; zbMATH DE number 5002312
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| English | An Approximate Wavelet MLE of Short- and Long-Memory Parameters |
scientific article; zbMATH DE number 5002312 |
Statements
An Approximate Wavelet MLE of Short- and Long-Memory Parameters (English)
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27 January 2006
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long memory
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fractional integration
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ARFIMA
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wavelets
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0.8822871446609497
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0.8253507018089294
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0.8213660717010498
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0.799315333366394
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