A wavelet lifting approach to long-memory estimation
type: Item
instance of: scholarly article
published in: Statistics and Computing
volume: 27
issue: 6
page(s): 1453-1471
publication date: 2016-09-03T00:00:00Z
publication date: 2018-03-07T00:00:00Z
author: Marina I. Knight
author: M. A. Nunes
author: G. P. Nason
title: A wavelet lifting approach to long-memory estimation
zbMATH Open document ID: 1384.62289
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 42C40
zbMATH DE Number: 6847954
zbMATH Keywords: Hurst exponent
zbMATH Keywords: irregular sampling
zbMATH Keywords: long-range dependence
zbMATH Keywords: wavelets
describes a project that uses: R
describes a project that uses: nlt
describes a project that uses: fArma
describes a project that uses: NESToolbox
describes a project that uses: LASS
describes a project that uses: Adlift
MaRDI profile type: Publication
full work available at URL: s11222-016-9698-2
OpenAlex ID: W2510977193
Wikidata QID: Q59612945
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DOI: 10.1007/S11222-016-9698-2
description: scientific article; zbMATH DE number 6847954