Modelling for the wavelet coefficients of ARFIMA processes
Year of publication: |
2013
|
---|---|
Authors: | Nanamiya, Kei |
Publisher: |
Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat) |
Subject: | spectral density function | discrete wavelet transform | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
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