Self-similarity index estimation via wavelets for locally self-similar processes

Journal of Statistical Planning and Inference

Volumn 99, Issue 1, 2001, Pages 91-110

  Wang, Yazhen ^a   Cavanaugh, Joseph E ^b   Song, Changyong ^c  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b UNIVERSITY OF MISSOURI   (United States)

^c Tong Yang Securities Co   (South Korea)

Author keywords

Fractals; Local stationarity; Long memory; Long range dependence; Primary 62G05; Secondary 42C15; Time series

Indexed keywords

EID: 0041906924     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00075-1     Document Type: Article

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