Impact of the periodicity and trend on the FD parameter estimation

Journal of Statistical Computation and Simulation

Volumn 77, Issue 1, 2007, Pages 79-87

  Almasri, Abdullah ^a   Holmquist, Björn ^b   Hussain, Shakir ^a  

^a UNIVERSITY OF BIRMINGHAM   (United Kingdom)

^b LUND UNIVERSITY   (Sweden)

Author keywords

Discrete wavelet transform; Long memory; Periodicity; Trend

Indexed keywords

EID: 33751566983     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/10629360600570863     Document Type: Article

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