A nonlinear wavelet based estimator for long memory processes

DOI10.1007/S10260-004-0086-2zbMath1056.62096OpenAlexW2051531080MaRDI QIDQ1767022

Maurizio Naldi, Livia De Giovanni

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-004-0086-2

zbMATH Keywords

wavelet transformstatistical inferencelong range dependencetelecommunication networksself similar processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09) Communication networks in operations research (90B18)

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