scientific article; zbMATH DE number 1944699
From MaRDI portal
Publication:4408017
zbMath1031.62071MaRDI QIDQ4408017
Donald B. Percival, Peter F. Craigmile, Peter Guttorp
Publication date: 2 March 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Numerical methods for wavelets (65T60)
Related Items
Evaluating the GPH Estimator via Bootstrap Technique, Long memory estimation for complex-valued time series, A wavelet lifting approach to long-memory estimation
