On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter

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Publication:3505314

DOI10.1111/j.1467-9892.2006.00502.xzbMath1150.62058arXivmath/0512635OpenAlexW2038902078MaRDI QIDQ3505314

Murad S. Taqqu, Eric Moulines, François Roueff

Publication date: 18 June 2008

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512635




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