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Estimation of nonlinear autoregressive models using design-adapted wavelets
Delouille, Véronique; Sachs, Rainer - In: Annals of the Institute of Statistical Mathematics 57 (2005) 2, pp. 235-253
Persistent link: https://www.econbiz.de/10005616418
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Estimating non-linear functions of the spectral density, using a data-taper
Sachs, Rainer - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 453-474
Persistent link: https://www.econbiz.de/10005395875