A wavelet solution to the spurious regression of fractionally differenced processes
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Publication:4676849
DOI10.1002/asmb.497zbMath1068.62092OpenAlexW2107610637MaRDI QIDQ4676849
Publication date: 20 May 2005
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.497
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric inference (62G99)
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