Asymptotic normality of wavelet estimators of the memory parameter for linear processes
Work
Year: 2009
Type: article
Abstract: . We consider linear processes, not necessarily Gaussian, with long, short or negative memory. The memory parameter is estimated semi‐parametrically using wavelets from a sample X 1 ,…, X n of the pro... more
Source: Journal of Time Series Analysis
Authors François Roueff, Murad S. Taqqu
Cites: 20
Cited by: 35
Related to: 10
FWCI: 4.03
Citation percentile (by year/subfield): 95.68
Subfield: Computer Vision and Pattern Recognition
Field: Computer Science
Domain: Physical Sciences
Open Access status: green