Wavelet estimation performance of fractional integrated processes with heavy-tails
Heni Boubaker
| Year of publication: |
2020
|
|---|---|
| Authors: | Boubaker, Heni |
| Subject: | Long-memory | Wavelet estimation | Heavy tails | Stable distributions | Monte Carlo simulation | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09897-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223642