Wavelet estimation of Gegenbauer processes : simulation and empirical application
Year of publication: |
December 2015
|
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Authors: | Boubaker, Heni |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 4, p. 551-574
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Subject: | Gegenbauer process | Wavelet analysis | Generalized variance portmanteau test | Heteroskedasticity | Monte-Carlo simulation | Simulation | Zustandsraummodell | State space model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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