Transfer function models with time-varying coefficients

DOI10.1155/2012/451076zbMATH Open1246.62184OpenAlexW1965730493WikidataQ58910963 ScholiaQ58910963MaRDI QIDQ428348FDOQ428348

Clélia M. C. Toloi, Pedro A. Morettin, Maria Sílvia De A. Moura, Chang Chiann

Publication date: 19 June 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/451076

zbMATH Keywords

estimationleast squares methodwavelet expansions

Mathematics Subject Classification ID

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

Cites Work

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Cited In (3)

• Time-domain estimation of time-varying linear systems
• Wavelet estimation for factor models with time-varying loadings
• Title not available (Why is that?)

Uses Software

• WaveThresh4
• wavethresh
• sapa
• wmtsa

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