Estimation of Time-Varying Long Memory Parameter Using Wavelet Method

Author: Lu Zhiping  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.40, Iss.4, 2011-04, pp. : 596-613

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract