Estimators of long-memory: Fourier versus wavelets

Journal of Econometrics 2009 Vol. 151; Iss. 2

Estimators of long-memory: Fourier versus wavelets

Gilles Faÿ, Eric Moulines, François Roueff, Murad S. Taqqu
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Volume:
151
Year:
2009
Language:
english
Pages:
19
DOI:
10.1016/j.jeconom.2009.03.005
File:
PDF, 4.40 MB
english, 2009
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