A wavelet solution to the spurious regression of fractionally differenced processes

Applied Stochastic Models in Business and Industry

Volumn 19, Issue 3, 2003, Pages 171-183

  Fan, Yanqin ^a   Whitcher, Brandon ^b  

^a VANDERBILT UNIVERSITY   (United States)

^b NATIONAL CENTER FOR ATMOSPHERIC RESEARCH   (United States)

Author keywords

Asymptotic properties; Discrete wavelet transform; Long memory; Non stationary processes; Simulation

Indexed keywords

ASYMPTOTIC STABILITY; ELECTRIC FILTERS; PROBLEM SOLVING; REGRESSION ANALYSIS;

DISCRETE WAVELET TRANSFORMS (DWT);

WAVELET TRANSFORMS;

EID: 0142258078     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.497     Document Type: Article

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