Consistent classification of non-stationary time series using stochastic wavelet representations
| Year of publication: |
2009-03
|
|---|---|
| Authors: | Fryzlewicz, Piotr ; Ombao, Hernando |
| Institutions: | London School of Economics (LSE) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of the American Statistical Association, March, 2009, 104(485), pp. 299-312. ISSN: 0162-1459 |
| Classification: | C1 - Econometric and Statistical Methods: General |
| Source: |
Persistent link: https://www.econbiz.de/10010746017