Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study

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Publication:2270190

DOI10.1007/s11009-008-9105-3zbMath1182.62177OpenAlexW2077967166MaRDI QIDQ2270190

Agnieszka Jach, Piotr S. Kokoszka

Publication date: 15 March 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-008-9105-3




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