Decorrelation Properties of Wavelet Based Estimators for Fractionally Differenced Processes

Craigmile, P.F., Percival, D.B. and Guttorp, P. (2001) Decorrelation Properties of Wavelet Based Estimators for Fractionally Differenced Processes. In: Third European Congress of Mathematics, Barcelona, Spain, July 10-14, 2000,

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Item Type:Conference Proceedings
Status:Published
Refereed:No
Glasgow Author(s) Enlighten ID:Craigmile, Dr Peter
Authors: Craigmile, P.F., Percival, D.B., and Guttorp, P.
College/School:College of Science and Engineering > School of Mathematics and Statistics > Statistics
Publisher:Birkhäuser Verlag

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