本文利用小波係數的變異數將長距相關模型建構於小波域上，稱為長距相關小波模型，再利用最大概似估計法，EM演算法，貝氏分析法等方法來估計此模型的參數。透過模擬分析我們發現長距相關小波模型搭配最大概似估計法估計，普遍較GPH估計量的誤差小。在實證分析上我們利用長距相關小波模型來描述北半球月氣溫，其預測結果與ARFIMA模式相當。

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