A wavelet solution to the spurious regression of fractionally differenced processes (Q4676849)
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scientific article; zbMATH DE number 2169388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet solution to the spurious regression of fractionally differenced processes |
scientific article; zbMATH DE number 2169388 |
Statements
A wavelet solution to the spurious regression of fractionally differenced processes (English)
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20 May 2005
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asymptotic properties
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discrete wavelet transform
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long memory
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non-stationary processes
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simulation
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