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
Keywords :
Long-memory , Semiparametric estimation , Gaussian estimation , wavelets
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control