Multi-scale and hidden resolution time series models (Q5965300)

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scientific article; zbMATH DE number 6548914
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Multi-scale and hidden resolution time series models
scientific article; zbMATH DE number 6548914

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    Multi-scale and hidden resolution time series models (English)
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    2 March 2016
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    autoregressive models
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    Bayesian inference
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    combination of multi-resolution information
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    Jeffrey's rule of conditioning
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    multi-scale stochastic models
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    multi-scale time series models
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