A note on state space representations of locally stationary wavelet time series
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Publication:2518952
DOI10.1016/j.spl.2008.07.015zbMath1152.62374arXiv0807.3113OpenAlexW1968959185MaRDI QIDQ2518952
Guy P. Nason, Kostas Triantafyllopoulos
Publication date: 21 January 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.3113
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10)
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