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Time series - Forecasting non-stationary time series by wavelet process modelling
Fryzlewicz, Piotr; Bellegem, Sébastien Van; Sachs, … - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 737-764
Persistent link: https://www.econbiz.de/10006552765
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Nonparametric simultaneous testing for structural breaks
Gao, Jiti; Gijbels, Irène; Van Bellegem, Sébastien - In: Journal of econometrics 143 (2008) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10007899827
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Nonparametric simultaneous testing for structural breaks
Gao, Jiti; Gijbels, Irène; Van Bellegem, Sébastien - In: Journal of econometrics 143 (2008) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10008881146
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Forecasting economic time series with unconditional time-varying variance
Van Bellegem, Sébastien; von Sachs, Rainer - In: International journal of forecasting 20 (2004) 4, pp. 611-628
Persistent link: https://www.econbiz.de/10006961489