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A wavelet lifting approach to long-memory estimation. (2017)

First Author: Knight MI

Attributed to: Locally Stationary Time Series and Multiscale Methods for Statistics (LuSTruM) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11222-016-9698-2

PubMed Identifier: 32025109

Publication URI: http://europepmc.org/abstract/MED/32025109

Type: Journal Article/Review

Volume: 27

Parent Publication: Statistics and computing

Issue: 6

ISSN: 0960-3174