Discrimination Measures for Fractional Integrated Models Based on Wavelets (Q2828727)

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scientific article; zbMATH DE number 6643794
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English
Discrimination Measures for Fractional Integrated Models Based on Wavelets
scientific article; zbMATH DE number 6643794

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    Discrimination Measures for Fractional Integrated Models Based on Wavelets (English)
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    26 October 2016
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    discrimination of time series
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    fractional integrated model
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    Kullback-Leibler and Chernoff discrimination measures
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    wavelet
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