M-estimation of wavelet variance
| Year of publication: |
2012
|
|---|---|
| Authors: | Mondal, Debashis ; Percival, Donald |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 1, p. 27-53
|
| Publisher: |
Springer |
| Subject: | Hermite expansion | Multiscale processes | Pockets of open cells | Robust estimation | Time series analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010539482