Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (Q5030162)
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scientific article; zbMATH DE number 7474160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets |
scientific article; zbMATH DE number 7474160 |
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Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets (English)
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16 February 2022
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time series
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memory parameter
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wavelets
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spectral density
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asymptotically consistent
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log-regression
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stochastic process
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