Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets
10.1016/S0378-4754(01)00403-7
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Conference or Workshop Item |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19942 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-19942 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-199422023-10-27T09:19:18Z Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets Tse, Y.K. Anh, V.V. Tieng, Q. ECONOMICS ARFIMA model Fractional differencing parameter Maximum likelihood estimation Wavelet coefficient 10.1016/S0378-4754(01)00403-7 Mathematics and Computers in Simulation 59 1-3 153-161 MCSID 2011-02-24T06:28:41Z 2011-02-24T06:28:41Z 2002 Conference Paper Tse, Y.K., Anh, V.V., Tieng, Q. (2002). Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets. Mathematics and Computers in Simulation 59 (1-3) : 153-161. ScholarBank@NUS Repository. https://doi.org/10.1016/S0378-4754(01)00403-7 03784754 http://scholarbank.nus.edu.sg/handle/10635/19942 000175808300016 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
ARFIMA model Fractional differencing parameter Maximum likelihood estimation Wavelet coefficient |
| spellingShingle |
ARFIMA model Fractional differencing parameter Maximum likelihood estimation Wavelet coefficient Tse, Y.K. Anh, V.V. Tieng, Q. Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
| description |
10.1016/S0378-4754(01)00403-7 |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS Tse, Y.K. Anh, V.V. Tieng, Q. |
| format |
Conference or Workshop Item |
| author |
Tse, Y.K. Anh, V.V. Tieng, Q. |
| author_sort |
Tse, Y.K. |
| title |
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
| title_short |
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
| title_full |
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
| title_fullStr |
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
| title_full_unstemmed |
Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets |
| title_sort |
maximum likelihood estimation of the fractional differencing parameter in an arfima model using wavelets |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/19942 |
| _version_ |
1781410097068507136 |