Long-memory wavelet models
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Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)
Recommendations
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- Long memory estimation for complex-valued time series
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- A re-examination of the Nile river data based on long memory at the long run and the cyclical frequencies
- Wavelet-based Bayesian estimation of partially linear regression models with long memory errors
- Approximate wavelet-based simulation of long memory processes
- A wavelet-based Bayesian approach to regression models with long memory errors and its application to fMRI data
- Miscellanea. Statistical analysis of incomplete long-range dependent data
- Modelling for the wavelet coefficients of ARFIMA processes
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models
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