On estimation of the wavelet variance
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Publication:4851512
DOI10.1093/biomet/82.3.619zbMath0830.62083OpenAlexW1966760175MaRDI QIDQ4851512
Publication date: 10 October 1995
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/725fd75ba16f28888be23b8ff4513673de0dd14f
Monte Carlodiscrete wavelet transformtime seriesfilteringfractional differencewavelet varianceapproximate confidence intervallarge sample distributionmaximal-overlap estimator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)
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