Time-varying long memory parameter estimation based on wavelets (Q4926620)
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scientific article; zbMATH DE number 6178860
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-varying long memory parameter estimation based on wavelets |
scientific article; zbMATH DE number 6178860 |
Statements
20 June 2013
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locally stationary long memory process
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semi-parametric estimation
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exchange rate
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0.8997907042503357
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0.888390302658081
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0.8122658133506775
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0.8110507726669312
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