Wavelet-Based Estimation Procedures For Seasonal Long-Memory Models
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- Arteche, Josu & Robinson, Peter M., 1998. "Semiparametric inference in seasonal and cyclical long memory processes," LSE Research Online Documents on Economics 2203, London School of Economics and Political Science, LSE Library.
- Ooms, M., 1995. "Flexible Seasonal Long Memory and Economic Time Series," Econometric Institute Research Papers EI 9515-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Ignacio N. Lobato, 1997. "Semiparametric estimation of seasonal long memory models: theory and an application to the modeling of exchange rates," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 273-296, May.
- Jensen Mark J., 1999.
"An Approximate Wavelet MLE of Short- and Long-Memory Parameters,"
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- Mark J. Jensen, 1998. "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics 9802003, EconWPA, revised 21 Jun 1999.
- Mark J. Jensen, 1999. "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999 1243, Society for Computational Economics.
- Arteche, Josu & Robinson, Peter M., 1998. "Seasonal and cyclical long memory," LSE Research Online Documents on Economics 2241, London School of Economics and Political Science, LSE Library.
- Mark J. Jensen, 1997.
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- Jensen, Mark J, 1999. "Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter," MPRA Paper 39152, University Library of Munich, Germany.
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- Mehmet Balcilar, 2003.
"Multifractality of the Istanbul and Moscow Stock Market Returns,"
Emerging Markets Finance and Trade,
M.E. Sharpe, Inc., vol. 39(2), pages 5-46, March.
- Mehmet Balcilar, 2003. "Multifractality of the Istanbul and Moscow Stock Market Returns," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 39(2), pages 5-46, March.
- Ramsey James B., 2002. "Wavelets in Economics and Finance: Past and Future," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-29, November.
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