Froggystuff posted an excellent quick doll wig tutorial, see it here.
After following the previous tutorial,
¤ Use an elastic band that you can sew through (flat) or around (thin)
If the elastic is too long, cut it to size and sew the ends together roughly.
¤ Pin it in several places to the head (push the pin through the elastic and into vinyl of the scalp)
¤ Sew it to the hair (use a matching colour thread)
¤ Turn it inside out and place it on your doll’s head
¤ Cut a fringe (bangs) if the elastic is too visible.