Pages that link to "Item:Q1020686"
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The following pages link to Wavelet based time-varying vector autoregressive modelling (Q1020686):
Displayed 10 items.
- A nonstationary nonparametric Bayesian approach to dynamically modeling effective connectivity in functional magnetic resonance imaging experiments (Q641064) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels (Q2157498) (← links)
- Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
- A wavelet-based time-varying autoregressive model for non-stationary and irregular time series (Q5127101) (← links)
- A SYSTEMATIC REVIEW OF SIMULATION PROCEDURES FOR fMRI CONNECTIVITY STUDIES (Q5229436) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q5881081) (← links)