A wavelet lifting approach to long-memory estimation
DOI10.1007/S11222-016-9698-2zbMATH Open1384.62289OpenAlexW2510977193WikidataQ59612945 ScholiaQ59612945MaRDI QIDQ149502FDOQ149502
Authors: Marina I. Knight, M. A. Nunes, Marina I. Knight, G. 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
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Cites Work
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Cited In (8)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation
- Function estimation via wavelet shrinkage for long-memory data
- Approximate wavelet-based simulation of long memory processes
- Estimation of long-range dependence in gappy Gaussian time series
- liftLRD
- Wavelet multidimensional scaling analysis of European economic sentiment indicators
- Long memory estimation for complex-valued time series
Uses Software
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