Asymptotic normality of wavelet estimators of the memory parameter for linear processes

Journal of Time Series Analysis

Volumn 30, Issue 5, 2009, Pages 534-558

  Roueff, F ^a,c   Taqqu, M S ^b  

^a TELECOM PARISTECH   (France)

^b BOSTON UNIVERSITY   (United States)

^c CNRS   (France)

Author keywords

Long range dependence; Semiparametric estimation; Spectral analysis; Wavelet analysis

Indexed keywords

EID: 69249097489     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2009.00627.x     Document Type: Article

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