Estimating the Long-Memory Parameter in Nonstationary...

Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets

Boubaker, Heni, Péguin-Feissolle, Anne
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Volume:
42
Language:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-012-9355-6
Date:
October, 2013
File:
PDF, 201 KB
english, 2013
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