A wavelet lifting approach to long-memory estimation
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Publication:149502
DOI10.1007/s11222-016-9698-2zbMath1384.62289OpenAlexW2510977193WikidataQ59612945 ScholiaQ59612945MaRDI QIDQ149502
Marina I. Knight, Matthew A. Nunes, Marina I. Knight, Guy P. Nason
Publication date: 3 September 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-016-9698-2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)
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Uses Software
Cites Work
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