Wavelet based time-varying vector autoregressive modelling (Q1020686)

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Wavelet based time-varying vector autoregressive modelling
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    title
    Wavelet based time-varying vector autoregressive modelling (English)
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    author
    Paula R. Arantes
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    Edson jun. Amaro
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    João Ricardo Sato
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    Pedro Alberto Morettin
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    publication date
    2 June 2009
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    zbMATH DE Number
    5560076
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    zbMATH Keywords
    wavelets
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    time-varying
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    autoregressive
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    multivariate
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    describes a project that uses
    bvarsv
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    wmtsa
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    OpenAlex ID
    W2013945756
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