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"Estimation of Time-Varying Long Memory Parameter Using Wavelet Method."

Zhiping Lu, Dominique Guégan (2011)

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DOI: 10.1080/03610918.2010.549986

access: closed

type: Journal Article

metadata version: 2020-05-10

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Zhiping Lu, Dominique Guégan:
Estimation of Time-Varying Long Memory Parameter Using Wavelet Method. Commun. Stat. Simul. Comput. 40(4): 596-613 (2011)

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