A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Heni Boubaker
| Year of publication: |
December 2016
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|---|---|
| Authors: | Boubaker, Heni |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 4, p. 693-731
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| Subject: | Long-memory | Wavelet estimation | Entropy | Monte Carlo simulation | Entropie | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätzung | Estimation | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9541-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713102