Forecasting non-stationary time series by wavelet process modelling (Q1880993)
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scientific article
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English | Forecasting non-stationary time series by wavelet process modelling |
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Forecasting non-stationary time series by wavelet process modelling (English)
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27 September 2004
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local stationarity
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non-decimated wavelets
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prediction
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time-modulated processes
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Yule-Walker equations
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