Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
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Publication:4541286
DOI10.2307/2669537zbMath0996.62085OpenAlexW4230257499MaRDI QIDQ4541286
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Publication date: 30 July 2002
Full work available at URL: https://doi.org/10.2307/2669537
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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