Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
http://link.springer.com/content/pdf/10.1007/s10614-014-9471-6.pdf
Reference34 articles.
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3. Boubaker, H., & Boutahar, M. (2011). A wavelet-based approach for modelling exchange rates. Statistical Methods and Applications, 20, 201–220.
4. Boubaker, H., & Péguin-Feissolle, A. (2013). Estimating the long-memory parameter in nonstationary processes using wavelets. Computational Economics, 42, 291–306.
5. Box, G., & Pierce, D. (1970). Distribution of residual autocorrelation in autoregressive integrated moving average time series models. Journal of American Statistical Association, 65, 1509–1526.
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