A wavelet lifting approach to long-memory estimation

Knight, Marina Iuliana orcid.org/0000-0001-9926-6092, Nason, G.P. and Nunes, M.A. (2017) A wavelet lifting approach to long-memory estimation. Statistics and computing. 1453–1471. ISSN 0960-3174

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2016, The Authors.
Keywords: Hurst exponent, Irregular sampling, Long-range dependence, Wavelets
Dates:
  • Accepted: 12 August 2016
  • Published (online): 3 September 2016
  • Published: November 2017
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 07 Sep 2016 15:52
Last Modified: 06 Dec 2023 11:28
Published Version: https://doi.org/10.1007/s11222-016-9698-2
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1007/s11222-016-9698-2
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