A tv-IVAR MODEL FOR MULTIVARIATE IRREGULAR TIME SERIES
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Publication:2795848
DOI10.17654/ADASJun2015_181_200zbMath1333.62216MaRDI QIDQ2795848
Oscar E. Molina, Gladys E. Salcedo, Rogério F. Porto
Publication date: 22 March 2016
Published in: Advances and Applications in Statistics (Search for Journal in Brave)
Full work available at URL: http://www.pphmj.com/abstract/9259.htm
wavelet analysis; vector autoregressive model; irregularly spaced time series; locally stationary multivariate processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Uses Software