A wavelet lifting approach to long-memory estimation
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Publication:149502
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- A decay property of the Fourier transform and its application to the Stokes problem
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- A wavelet‐based spectral method for extracting self‐similarity measures in time‐varying two‐dimensional rainfall maps
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- Assessing the effects of atmospheric stability on the fine structure of surface layer turbulence using local and global multiscale approaches
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- Averaged periodogram estimation of long memory
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Cited in
(8)- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets
- Function estimation via wavelet shrinkage for long-memory data
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation
- Estimation of long-range dependence in gappy Gaussian time series
- liftLRD
- Approximate wavelet-based simulation of long memory processes
- Wavelet multidimensional scaling analysis of European economic sentiment indicators
- Long memory estimation for complex-valued time series
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