Wavelet estimation of Gegenbauer processes : simulation and empirical application
Heni Boubaker
| Year of publication: |
December 2015
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| Authors: | Boubaker, Heni |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 4, p. 551-574
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| Subject: | Gegenbauer process | Wavelet analysis | Generalized variance portmanteau test | Heteroskedasticity | Monte-Carlo simulation | Simulation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9471-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478889