An Approximate Wavelet MLE of Short- and Long-Memory Parameters
Year of publication: |
2007
|
---|---|
Authors: | Jensen, Mark |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 3.2007, 4, p. 239-253
|
Publisher: |
Berkeley Electronic Press |
Subject: | long memory | fractional integration | ARFIMA | wavelets |
-
An Approximate Wavelet MLE of Short- and Long-Memory Parameters
Jensen, Mark J., (1999)
-
An Approximate Wavelet MLE of Short- and Long-Memory Parameters
Jensen, Mark, (1999)
-
An Approximate Wavelet MLE of Short and Long Memory Parameters
Jensen, Mark J., (1998)
- More ...
-
The long-run Fisher effect : can it be tested?
Jensen, Mark J., (2006)
-
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J., (2008)
-
Do long swings in the business cycle lead to strong persistence in output?
Jensen, Mark J., (2006)
- More ...