M-estimation of wavelet variance

Debashis Mondal () and Donald Percival ()

Annals of the Institute of Statistical Mathematics, 2012, vol. 64, issue 1, 27-53

Keywords: Hermite expansion; Multiscale processes; Pockets of open cells; Robust estimation; Time series analysis (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10463-010-0282-9

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