An Approximate Wavelet MLE of Short- and Long-Memory Parameters
Year of publication: |
1999
|
---|---|
Authors: | Jensen, Mark J. |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 3.1999, 4
|
Publisher: |
De Gruyter |
Subject: | long memory | fractional integration | ARFIMA | wavelets |
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