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subject:"Simulation"
~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~person:"Boubaker, Heni"
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Simulation
Estimation theory
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State space model
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3
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Boubaker, Heni
Francq, Christian
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Applied economics
Computational economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
NBER Working Paper
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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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2
A comparative study of the performance of estimating long-memory parameter using wavelet-based entropies
Boubaker, Heni
- In:
Computational economics
48
(
2016
)
4
,
pp. 693-731
Persistent link: https://www.econbiz.de/10011713102
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3
Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni
- In:
Computational economics
46
(
2015
)
4
,
pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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