An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (Q1978479)
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scientific article; zbMATH DE number 1454259
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets |
scientific article; zbMATH DE number 1454259 |
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An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets (English)
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4 June 2000
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compactly supported wavelets
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maximum likelihood estimator
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sparse covariance matrix
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