A wavelet lifting approach to long-memory estimation (English)
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- New search for: Knight, Marina I.
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- New search for: Nunes, Matthew A.
- Further information on Nunes, Matthew A.:
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- New search for: Knight, Marina I.
- New search for: Nason, Guy P.
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In:
Statistics and Computing
;
27
, 6
; 1453-1471
;
2016
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ISSN:
- Article (Journal) / Electronic Resource
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Title:A wavelet lifting approach to long-memory estimation
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Contributors:
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Published in:Statistics and Computing ; 27, 6 ; 1453-1471
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Publisher:
- New search for: Springer US
- New search for: Springer Science + Business Media B.V
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Place of publication:Dordrecht [u.a.]
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Publication date:2016
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 31.73 / 31.73$jMathematische Statistik / 54.76$jComputersimulation / 54.76
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Keywords:
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Classification:
BKL: 31.73 Mathematische Statistik / 31.73$jMathematische Statistik / 54.76$jComputersimulation / 54.76 Computersimulation -
Source:
Table of contents – Volume 27, Issue 6
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1435
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Automated selection of r for the r largest order statistics approach with adjustment for sequential testingBader, Brian / Yan, Jun / Zhang, Xuebin et al. | 2016
- 1453
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A wavelet lifting approach to long-memory estimationKnight, Marina I. / Nason, Guy P. / Nunes, Matthew A. et al. | 2016
- 1473
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Hamiltonian Monte Carlo acceleration using surrogate functions with random basesZhang, Cheng / Shahbaba, Babak / Zhao, Hongkai et al. | 2016
- 1491
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A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMCBass, Mark R. / Sahu, Sujit K. et al. | 2016
- 1513
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Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilitiesKordzakhia, Nino / Novikov, Alexander / Ycart, Bernard et al. | 2016
- 1525
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A Bayesian nonparametric Markovian model for non-stationary time seriesDeYoreo, Maria / Kottas, Athanasios et al. | 2016
- 1539
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Bayesian regularisation in geoadditive expectile regressionWaldmann, Elisabeth / Sobotka, Fabian / Kneib, Thomas et al. | 2016
- 1555
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Hierarchical Bayesian level set inversionDunlop, Matthew M. / Iglesias, Marco A. / Stuart, Andrew M. et al. | 2016
- 1585
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Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassificationTitman, Andrew C. et al. | 2016
- 1595
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The locally Gaussian density estimator for multivariate dataOtneim, Håkon / Tjøstheim, Dag et al. | 2016
- 1617
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Segmental dynamic factor analysis for time series of curvesSamé, Allou / Govaert, Gérard et al. | 2016
- 1639
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Functional principal component analysis of spatially correlated dataLiu, Chong / Ray, Surajit / Hooker, Giles et al. | 2016
- 1655
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Fast and robust estimators of variance components in the nested error modelPérez, B. / Molina, I. / Thieler, A. / Fried, R. / Peña, D. et al. | 2016
- 1677
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A second-order iterated smoothing algorithmNguyen, Dao / Ionides, Edward L. et al. | 2016