An Approximate Wavelet MLE of Short- and Long-Memory Parameters
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Publication:3368237
DOI10.2202/1558-3708.1051zbMATH Open1078.91566OpenAlexW3022577262MaRDI QIDQ3368237FDOQ3368237
Authors: Mark J. Jensen 
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1051
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