The Wavelet-based Estimation for Long Memory Signal Plus Noise Models
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References listed on IDEAS
- Breidt, F. Jay & Crato, Nuno & de Lima, Pedro, 1998. "The detection and estimation of long memory in stochastic volatility," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 325-348.
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KeywordsWavelet; Long Memory Process; Measurement Error Problem;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-01 (All new papers)
- NEP-ECM-2012-02-01 (Econometrics)
- NEP-ETS-2012-02-01 (Econometric Time Series)
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