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Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes - MaRDI portal

Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (Q1002547)

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Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes
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    Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes (English)
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    2 March 2009
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    wavelet analysis
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    long range dependence
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    memory parameter
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    semi-parametric estimation
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    adaptive estimation
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    tables
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