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State space Markov switching models using wavelets
Alencar, Airlane P.; Morettin, Pedro A.; Toloi, Clelia M. C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 221-238
Persistent link: https://www.econbiz.de/10009739592
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Regression with autocorrelated errors using design-adapted haar wavelets
Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q. - In: Journal of time series econometrics 4 (2012) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009623492
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Wavelet estimation of copulas for time series
Morettin, Pedro A.; Toloi, Clelia M. C.; Chiann, Chang; … - In: Journal of time series econometrics 3 (2011) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10009623563