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