Asymptotic self-similarity and wavelet estimation for long-range dependent fractional autoregressive integrated moving average time series with stable innovations

• Autores: Stilian Stoev, MuradS. Taqqu
• Localización: Journal of time series analysis: A journal sponsored by the Bernoulli Society for Mathematical Statistics and Probability, ISSN 0143-9782, Nº. 2, 2005, págs. 211-249
• Idioma: inglés
• DOI: 10.1111/j.1467-9892.2005.00399.x
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