Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets (Q1614011)
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scientific article; zbMATH DE number 1794846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
scientific article; zbMATH DE number 1794846 |
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Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets (English)
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3 September 2002
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ARFIMA model
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fractional differencing parameter
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maximum likelihood estimation
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wavelet coefficient
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