Approximate wavelet-based simulation of long memory processes
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Publication:4675839
DOI10.1080/0094965042000212916zbMath1061.62131OpenAlexW2169640368MaRDI QIDQ4675839
Publication date: 6 May 2005
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0094965042000212916
discrete wavelet transformlong memory processesapproximate simulationcircular autoregressive processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical methods for wavelets (65T60)
Related Items (3)
Adaptive wavelet decompositions of stationary time series ⋮ Statistical challenges in microrheology ⋮ On the wavelet-based simulation of anomalous diffusion
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