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A wavelet lifting approach to long-memory estimation
Reliable estimation of long-range dependence parameters is vital in time series. For example, in environmental and climate science such estimation is often key to understanding climate dynamics, variability and often prediction. The challenge of data collection in such disciplines means that, in pra...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6979511/ https://www.ncbi.nlm.nih.gov/pubmed/32025109 http://dx.doi.org/10.1007/s11222-016-9698-2 |