Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets
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Publication:5030162
DOI10.1088/1361-6420/ac48caOpenAlexW4205374700MaRDI QIDQ5030162
Publication date: 16 February 2022
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1361-6420/ac48ca
waveletstime seriesstochastic processspectral densitymemory parameterasymptotically consistentlog-regression
Inference from stochastic processes (62Mxx) Miscellaneous topics in partial differential equations (35Rxx) Nonparametric inference (62Gxx)
Uses Software
Cites Work
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