Forecasting using locally stationary wavelet processes

From MaRDI portal
Publication:3401362


DOI10.1080/00949650802087003zbMath1179.62135MaRDI QIDQ3401362

B. Ranneby, Y. Xie, Jun Yu

Publication date: 29 January 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650802087003


62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems


Related Items


Uses Software


Cites Work