Work

Wavelet based Estimation of Time- Varying Long Memory Model with Nonlinear Fractional Integration Parameter

Year: 2014

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Heni Boubaker, Nadia Sghaier

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W41622904

Cites: 32

Cited by: 3

Related to: 10