The following pages link to (Q3400728):
Displaying 15 items.
- A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding (Q553681) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- The tenth Vilnius conference on probability theory and mathematical statistics. II (Q717820) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- A nonlinear wavelet based estimator for long memory processes (Q1767022) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- The increment ratio statistic (Q2476149) (← links)
- Estimators of long-memory: Fourier versus wavelets (Q2628842) (← links)
- Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869) (← links)
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856) (← links)
- Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162) (← links)
- The process of transferring negative impulses in capital markets – a wavelet analysis (Q5073423) (← links)
- (Q5456161) (← links)
