Forecasting non-stationary time series by wavelet process modelling
| Year of publication: |
2003
|
|---|---|
| Authors: | Fryzlewicz, Piotr ; Bellegem, Sébastien ; Sachs, Rainer |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 4, p. 737-764
|
| Publisher: |
Springer |
| Subject: | Local stationarity | non-decimated wavelets | prediction | time-modulated processes | Yule-Walker equations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616282