Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator? - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Communications in Statistics - Simulation and Computation Année : 2017

Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?

Fichier non déposé

Dates et versions

hal-03797594 , version 1 (04-10-2022)

Identifiants

Citer

H. Boubaker, M. Boutahar, Rabeh Khalfaoui. Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?. Communications in Statistics - Simulation and Computation, 2017, 46 (2), pp.1189-1218. ⟨10.1080/03610918.2014.995814⟩. ⟨hal-03797594⟩
24 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More