A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series (Q5222505)

From MaRDI portal
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

    Statements

    A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series (English)
    0 references
    0 references
    0 references
    1 April 2020
    0 references
    semiparametric
    0 references
    scaling coefficient
    0 references
    detail coefficient
    0 references
    discrete wavelet transform
    0 references
    Haar wavelet
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers