The goal of the present article is to study the statistical properties of the wavelet-based estimator for a finite sample size and the correlation among the ...

Feb 5, 2008 · The goal of the present article is to study the statistical properties of the wavelet-based estimator for a finite sample size and the ...

10 This paper is first devoted to the study of an adaptive wavelet-based estimator of the long-memory 11 parameter for linear processes in a general ...

A wavelet-based consistent test for serial correlation of unknown form is pro- posed. As a spatially adaptive estimation method, wavelets can effectively ...

In this paper we construct an estimator of the time-varying long-memory parameter that is based on the time-scale properties of the wavelet transform. Because ...

A long-memory process may be characterized by its corresponding! wavelet variance, an analogue of the spectrum, which decomposes the variance of a process ...

The objective here is to compare estimates of the parameter d with wavelet-based least-squares methods, as proposed by Jensen [9] and Whitcher [12,13] using ...

In this dissertation we assume a model of polynomial trend plus fractionally differenced noise and apply the discrete wavelet transform (DWT) to separate a time ...

Dec 1, 2018 · In this paper, we introduce a long-run wavelet-based correlation estimator, distinguishing between long-run common behavior and short-run singular events.

Oct 22, 2024 · In this paper we construct an estimator of the time-varying long-memory parameter that is based on the time-scale properties of the wavelet ...