Forecasting using locally stationary wavelet processes (Q3401362): Difference between revisions

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Latest revision as of 10:56, 2 July 2024

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Forecasting using locally stationary wavelet processes
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    Forecasting using locally stationary wavelet processes (English)
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    29 January 2010
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    GARCH
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    locally stationary wavelet processes
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    non-decimated wavelets
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    sensitivity analysis
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    volatility forecasting
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