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"Wavelets and estimation of long memory in nonstationary models: Does ..."

Heni Boubaker, Mohamed Boutahar, Rabeh Khalfaoui (2017)

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DOI: 10.1080/03610918.2014.995814

access: closed

type: Journal Article

metadata version: 2022-11-25

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Heni Boubaker, Mohamed Boutahar, Rabeh Khalfaoui:
Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator? Commun. Stat. Simul. Comput. 46(2): 1189-1218 (2017)

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