An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
type: Item
instance of: scholarly article
title: An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
zbMATH Open document ID: 0953.91058
DOI: 10.1016/S0165-1889(99)00010-X
publication date: 2000-06-04T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 1454259
zbMATH Keywords: compactly supported wavelets
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: sparse covariance matrix
author: Mark J. Jensen
describes a project that uses: longmemo
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1454259