Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140)
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scientific article; zbMATH DE number 5250472
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| English | Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes |
scientific article; zbMATH DE number 5250472 |
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Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (English)
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18 March 2008
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correlation tests
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Hurst parameter estimation
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long memory processes
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wavelets
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0.8964114
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0.8950006
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0.89297426
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0.8923043
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0.88571125
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0.88456523
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0.8829545
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