Estimators of long-memory: Fourier versus wavelets
| Year of publication: |
2009
|
|---|---|
| Authors: | Faÿ, Gilles ; Moulines, Eric ; Roueff, François ; Taqqu, Murad S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 151.2009, 2, p. 159-178
|