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The Impact of Wavelet Coefficient Correlations on Fractionally Differenced Process Estimation

  • Craigmile P
  • Percival D
  • Guttorp P
Birkhäuser Basel, (2001), 591-599
DOI: 10.1007/978-3-0348-8266-8_52
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Craigmile, P. F., Percival, D. B., & Guttorp, P. (2001). The Impact of Wavelet Coefficient Correlations on Fractionally Differenced Process Estimation. In European Congress of Mathematics (pp. 591–599). Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-8266-8_52

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