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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2012 28 (5):
499-510
ISSN: 1001-4268: CN: 31-1256 / O1 |
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| Time-Varying Long Memory Parameter Estimation Based on Wavelets |
| Lu Zhiping, Tao Qinying |
Research Center of International Financial and Risk Management, School of Finance and Statistics, East China Normal University, Department of Mathematics, East China
Normal University |
| Received null Revised null Online 2012-10-26 |
| Reference |
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| Corresponding author: Lu Zhiping |
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