Wavelet scale analysis of bivariate time series i: motivation and estimation
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Publication:4526140
DOI10.1080/10485250008832840zbMath0960.62094MaRDI QIDQ4526140
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Publication date: 20 May 2001
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250008832840
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
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Wavelet-Variance-Based Estimation for Composite Stochastic Processes, Asymptotic normality of wavelet estimators of the memory parameter for linear processes, Wavelet-Based Methods for High-Frequency Lead-Lag Analysis
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