Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes

DOI10.1109/TSP.2005.851111zbMath1373.62434MaRDI QIDQ5356667

Peter Guttorp, Peter F. Craigmile, Donald B. Percival

Publication date: 20 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

62M09: Non-Markovian processes: estimation

62F10: Point estimation

65T60: Numerical methods for wavelets

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