Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter

Journal of Forecasting

Volumn 18, Issue 1, 1999, Pages 17-32

  Jensen, Mark J ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Fractionally integrated processes; Long memory; Wavelets

Indexed keywords

EID: 0003047092     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199901)18:1<17::AID-FOR686>3.0.CO;2-M     Document Type: Article

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