Asymptotic normality of wavelet estimators of the memory parameter for linear processes
DOI10.1111/j.1467-9892.2009.00627.xzbMath1224.62068arXiv0805.0778OpenAlexW2593708593MaRDI QIDQ3077662
Murad S. Taqqu, François Roueff
Publication date: 22 February 2011
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.0778
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)
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