Estimation of Time-Varying Long Memory Parameter Using Wavelet Method.
Zhiping LuDominique GuéganPublished in: Commun. Stat. Simul. Comput. (2011)
Keyphrases
- high accuracy
- preprocessing
- detection method
- wavelet analysis
- significant improvement
- cost function
- clustering method
- objective function
- high precision
- parameter estimation
- computational cost
- computationally efficient
- multiscale
- maximum likelihood
- edge detection
- pairwise
- computational complexity
- estimation algorithm
- wavelet decomposition