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Approximate wavelet-based simulation of long memory processes - MaRDI portal

Approximate wavelet-based simulation of long memory processes (Q4675839)

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scientific article; zbMATH DE number 2165955
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English
Approximate wavelet-based simulation of long memory processes
scientific article; zbMATH DE number 2165955

    Statements

    title
    Approximate wavelet-based simulation of long memory processes (English)
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    author
    Peter F. Craigmile
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    publication date
    6 May 2005
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    zbMATH Keywords
    approximate simulation
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    long memory processes
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    discrete wavelet transform
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    circular autoregressive processes
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    65C20
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    65T60
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    zbMATH DE Number
    2165955
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    OpenAlex ID
    W2169640368
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