An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2000
Volume: 24
Issue: 3
Pages: 361-387

Authors (1)

Jensen, Mark J. (Federal Reserve Bank of Atlant...)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:dyncon:v:24:y:2000:i:3:p:361-387
Journal Field
Macro
Author Count
1
Added to Database
2026-01-25