An Approximate Wavelet MLE of Short- and Long-Memory Parameters
Year of publication: |
2007
|
---|---|
Authors: | Jensen, Mark |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 3.2007, 4, p. 239-253
|
Publisher: |
Berkeley Electronic Press |
Subject: | long memory | fractional integration | ARFIMA | wavelets |
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