A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies
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/s10614-015-9541-4.pdf
Reference38 articles.
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5. Bekiros, S. D. (2014). Timescale analysis with an entropy-based shift-invariant discrete wavelet transform. Computational Economics, 44, 231–251.
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