Wavelet variance based estimation for composite stochastic processes

Stéphane Guerrier; Yannick Stebler; Jan Skaloud; Maria-Pia Victoria-Feser

Year of publication:	2012
Authors:	Guerrier, Stéphane ; Stebler, Yannick ; Skaloud, Jan ; Victoria-Feser, Maria-Pia
Publisher:	Genève : HEC
Subject:	Allan variance \| Zeitreihenanalyse \| Time series analysis \| Stochastischer Prozess \| Stochastic process \| Varianzanalyse \| Analysis of variance \| Zustandsraummodell \| State space model \| Theorie \| Theory

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