Long‐range Dependence: Revisiting Aggregation with Wavelets

• 1 May 1998
• journal article
• Published by Wiley in Journal of Time Series Analysis
• Vol. 19  (3) , 253-266
• https://doi.org/10.1111/1467-9892.00090

Abstract

Keywords

• LONG‐RANGE DEPENDENCE
• SELF‐SIMILARITY
• AGGREGATION
• MULTIRESOLUTION ANALYSIS
• WAVELET TRANSFORM
• PARAMETER ESTIMATION