On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter.
| Autor: | Moulines, E.1, Roueff, F.1, Taqqu, M. S.1 |
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| Zdroj: | Journal of Time Series Analysis. Mar2007, Vol. 28 Issue 2, p155-187. 33p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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