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zbMath1109.62077MaRDI QIDQ3431916

Nan-Jung Hsu

Publication date: 13 April 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

prediction long-range dependence spectral density discrete wavelt transform

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

Related Items (3)

Statistical analysis of DWT coefficients of fGn processes using ARFIMA(p,d,q) models ⋮ Long memory estimation for complex-valued time series ⋮ A wavelet lifting approach to long-memory estimation

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