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Long-memory parameter estimation based on fractional spline wavelets

  • Author
  • Mateus Gonzalez de Freitas Pinto
  • Co-authors
  • Chang Chiann
  • Abstract
  • Keywords
  • Long-memory, Hurst exponent, wavelets; splines, fractional splines, fractional random walk
  • Modality
  • Pôster
  • Subject Area
  • ESTE 2023
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Reference

PINTO, Mateus Gonzalez de Freitas; CHIANN, Chang. Long-memory parameter estimation based on fractional spline wavelets. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/282891>. Available in: 19/12/2024 at 03:40

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