Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Time-Varying Long Memory Parameter Using Wavelet Method |
scientific article |
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Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (English)
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13 July 2011
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discrete wavelet packet transform
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Gegenbauer process
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non stationarity
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ordinary least square estimation
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