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Wavelet estimation of a local long memory parameter

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References

1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
1996Statistics for Long-Memory Processes.2,708 cited
1998Wavelet analysis of long-range-dependent traffic957 cited
1987Tests for Hurst Effect544 cited
1999Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter156 cited
1994Long-Memory Processes, the Allan Variance and Wavelets123 cited
2000An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets116 cited
1997Characterization of long-range correlations in complex distributions and profiles94 cited

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2010Studying the Time Scale Dependence of Environmental Variables Predictability Using Fractal Analysis60 cited
2010A chaos analysis for Greek and Turkish equity markets17 cited

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