On estimation of the wavelet variance (Q4851512)
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scientific article; zbMATH DE number 804238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation of the wavelet variance |
scientific article; zbMATH DE number 804238 |
Statements
On estimation of the wavelet variance (English)
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10 October 1995
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fractional difference
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wavelet variance
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time series
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discrete wavelet transform
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maximal-overlap estimator
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filtering
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large sample distribution
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approximate confidence interval
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Monte Carlo
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