A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668)
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scientific article; zbMATH DE number 5317201
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| English | A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series |
scientific article; zbMATH DE number 5317201 |
Statements
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (English)
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28 August 2008
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long memory
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semiparametric estimation
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wavelet analysis
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0.8767704367637634
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0.8549880385398865
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0.8544209003448486
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0.8484410643577576
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