Title of article :
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Author/Authors :
Mark J. Jensen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
27
From page :
361
To page :
387
Keywords :
Long-memory , Semiparametric estimation , Gaussian estimation , wavelets
Journal title :
Journal of Economic Dynamics and Control
Serial Year :
2000
Journal title :
Journal of Economic Dynamics and Control
Record number :
237737
Link To Document :
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