Wavelet Estimation of Gegenbauer Processes: Simulation and Empirical Application
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References listed on IDEAS
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More about this item
KeywordsGegenbauer process; Wavelet analysis; Generalized variance portmanteau test; Heteroskedasticity; Monte-Carlo simulation; CPI; C13; C15; C22;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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