"A wavelet lifting approach to long-memory estimation."

Marina I. Knight, Guy P. Nason, Matthew A. Nunes (2017)

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DOI: 10.1007/S11222-016-9698-2

access: open

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/KnightNN17
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  - https://dblp.org/rec/journals/sac/KnightNN17
Marina I. Knight, Guy P. Nason, Matthew A. Nunes:
A wavelet lifting approach to long-memory estimation. Stat. Comput. 27(6): 1453-1471 (2017)

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