Asymptotic normality of wavelet estimators of the memory parameter for linear processes.
Saved in:
| Title: | Asymptotic normality of wavelet estimators of the memory parameter for linear processes. |
|---|---|
| Authors: | Roueff, F. roueff@tsi.enst.fr, Taqqu, M. S.1 |
| Source: | Journal of Time Series Analysis. Sep2009, Vol. 30 Issue 5, p534-558. 25p. 1 Diagram, 1 Chart. |
| Database: | Academic Search Ultimate |
| ISSN: | 01439782 |
|---|---|
| DOI: | 10.1111/j.1467-9892.2009.00627.x |
