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ウェーブレットの方法による非定常経済時系列分析のための統計理論
ウェーブレットの方法による非定常経済時系列分析のための統計理論
Paper
図書
田中勝人, 一橋大学 [著]
[田中勝人]
2003-2004
<Y151-H15530139>
National Diet Library
Subject Heading
ウェーブレット変換 / ウェーブレット分散 / ウェーブレット回帰 / フラクショナル過程 / 長期記憶性 / 最尤推定 / ブラウン運動 / 帯域性
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