The long-term memory prediction by multiscale decomposition

This publication has 13 references indexed in Scilit:

• Wavelet analysis of long-range-dependent traffic
  IEEE Transactions on Information Theory, 1998
• The Wavelet-Based Synthesis for Fractional Brownian Motion Proposed by F. Sellan and Y. Meyer: Remarks and Fast Implementation
  Applied and Computational Harmonic Analysis, 1996
• Discrete simulation of colored noise and stochastic processes and 1/f/sup α/ power law noise generation
  Proceedings of the IEEE, 1995
• Wavelets, spectrum analysis and 1/f processes
  Published by Springer Nature ,1995
• ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
  Journal of Time Series Analysis, 1994
• The discrete wavelet transform: wedding the a trous and Mallat algorithms
  IEEE Transactions on Signal Processing, 1992
• Time Series: Theory and Methods
  Published by Springer Nature ,1991
• Fractional differencing
  Biometrika, 1981
• Long memory relationships and the aggregation of dynamic models
  Journal of Econometrics, 1980
• New Classes of Time Series Models
  Journal of the Royal Statistical Society: Series D (The Statistician), 1978