On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter

Journal of Time Series Analysis

Volumn 28, Issue 2, 2007, Pages 155-187

  Moulines, E ^a   Roueff, F ^a,b   Taqqu, M S ^a  

^a BOSTON UNIVERSITY   (United States)

^b INSTITUT TELECOM   (France)

Author keywords

Long range dependence; Semi parametric estimation; Wavelet analysis

Indexed keywords

EID: 33847183924     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00502.x     Document Type: Article

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