Modelling for the wavelet coefficients of ARFIMA processes

DOI10.1111/JTSA.12068MaRDI QIDQ5176762zbMATH OpenOpenAlexFDO

Authors Kei Nanamiya

Publication date 3 March 2015

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL http://gcoe.ier.hit-u.ac.jp/research/discussion/2008/pdf/gd12-281.pdf

zbMATH Keywords

discrete wavelet transformlong memory processspectral density function

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
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Cited in

(4)

• On parallelism in the ensemble sense between time-series models and discrete wavelet transforms of stochastic signals
• Decorrelation of Wavelet Coefficients for Long-Range Dependent Processes
• scientific article; zbMATH DE number 5578022 (Why is no real title available?)
• scientific article; zbMATH DE number 1944699 (Why is no real title available?)

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