Estimators of long-memory : fourier versus wavelets
Gilles Fay͏̈: Eric Moulines; François Roueff; Murad S. Taqqu
| Year of publication: |
2009
|
|---|---|
| Authors: | Fay͏̈, Gilles ; Moulines, Eric ; Roueff, François ; Taqqu, Murad S. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 151.2009, 2, p. 159-177
|
| Subject: | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation | Fourier-Analyse | Fourier analysis |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10003877962