A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series (Q5222505)
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scientific article; zbMATH DE number 7184756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series |
scientific article; zbMATH DE number 7184756 |
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A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series (English)
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1 April 2020
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semiparametric
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scaling coefficient
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detail coefficient
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discrete wavelet transform
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Haar wavelet
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