MODWT-ARMA model for time series prediction (Q1994497)

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MODWT-ARMA model for time series prediction
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    title
    MODWT-ARMA model for time series prediction (English)
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    author
    Yanxin Wang
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    Qibin Fan
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    L. Zhu
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    publication date
    1 November 2018
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    Mathematics Subject Classification ID
    62M15
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    42C40
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    62M10
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    62M20
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    zbMATH DE Number
    6970400
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    zbMATH Keywords
    time series
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    wavelet transform
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    long-range dependent
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    MODWT-ARMA model
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