An Approximate Wavelet MLE of Short- and Long-Memory Parameters
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Publication:3368237
DOI10.2202/1558-3708.1051zbMath1078.91566MaRDI QIDQ3368237
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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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