Wavelet based time-varying vector autoregressive modelling (Q1020686)
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scientific article; zbMATH DE number 5560076
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Wavelet based time-varying vector autoregressive modelling |
scientific article; zbMATH DE number 5560076 |
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Wavelet based time-varying vector autoregressive modelling (English)
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2 June 2009
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wavelets
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time-varying
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autoregressive
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multivariate
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0.7956438064575195
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0.7813043594360352
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0.7704634070396423
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0.7601549029350281
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