Estimating linear dependence between nonstationary time series using the locally stationary wavelet model (Q3585404)

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Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
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    Estimating linear dependence between nonstationary time series using the locally stationary wavelet model (English)
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    19 August 2010
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    bivariate time series
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    locally stationary process
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    nonstationarity
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    wavelet coherence
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    wavelet cross-spectrum
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