Estimating the long-memory parameter in nonstationary processes using wavelets
Heni Boubaker; Anne Péguin-Feissolle
| Year of publication: |
2013
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|---|---|
| Authors: | Boubaker, Heni ; Péguin-Feissolle, Anne |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 42.2013, 3, p. 291-306
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| Subject: | Long memory | Whittle estimation | Wavelet analysis | Nonstationarity | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010189026