scientific article; zbMATH DE number 1944699

zbMATH Open1031.62071MaRDI QIDQ4408017FDOQ4408017

Authors: Peter F. Craigmile, Donald B. Percival, Peter Guttorp 

Publication date: 2 March 2004

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09) Numerical methods for wavelets (65T60) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Cited In (8)

• A wavelet solution to the spurious regression of fractionally differenced processes
• Asymptotic Decorrelation of Between-Scale Wavelet Coefficients
• A wavelet lifting approach to long-memory estimation
• Modelling for the wavelet coefficients of ARFIMA processes
• Long memory estimation for complex-valued time series
• Evaluating the GPH estimator via bootstrap technique
• On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes
• Two-step wavelet-based estimation for Gaussian mixed fractional processes

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