A note on state space representations of locally stationary wavelet time series (Q2518952): Difference between revisions

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+Fitting time series models to nonstationary processes
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+Stationarity of multivariate Markov-switching ARMA models
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+Haar–Fisz Estimation of Evolutionary Wavelet Spectra
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+Forecasting non-stationary time series by wavelet process modelling
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+Q4315271
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+Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
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+Statistical inference for time-inhomogeneous volatility models.
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+A Bayesian analysis of moving average processes with time-varying parameters
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+Locally adaptive estimation of evolutionary wavelet spectra
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