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MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES - MaRDI portal

MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (Q5176762)

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scientific article; zbMATH DE number 6411012
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MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES
scientific article; zbMATH DE number 6411012

    Statements

    title
    MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES (English)
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    author
    Kei Nanamiya
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    publication date
    3 March 2015
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    zbMATH Keywords
    discrete wavelet transform
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    long memory process
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    spectral density function
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    cites work
    Q5631966
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    Q4488348
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    42C40
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    62M15
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    zbMATH DE Number
    6411012
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    OpenAlex ID
    W1785444491
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    DOI
    10.1111/JTSA.12068
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