Wavelets and estimation of long memory in nonstationary models: Does anything beat the exact local whittle estimator?

H. Boubaker, M. Boutahar and Rabeh Khalfaoui ()
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H. Boubaker: Université Ibn Zohr = Ibn Zohr University [Agadir]
M. Boutahar: IML - Institut de mathématiques de Luminy - Université de la Méditerranée - Aix-Marseille 2 - CNRS - Centre National de la Recherche Scientifique
Rabeh Khalfaoui: ICN Business School

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Date: 2017-02-07
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Published in Communications in Statistics - Simulation and Computation, 2017, 46 (2), pp.1189-1218. ⟨10.1080/03610918.2014.995814⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03797594

DOI: 10.1080/03610918.2014.995814

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