A wavelet threshold denoising procedure for multimodel predictions: An application to economic time series

DOI10.1002/SAM.11351OpenAlexW2741537935MaRDI QIDQ4970403

Livio Fenga

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.11351

zbMATH Keywords

waveletSETAR modelsSARIMA modelstime series forecast

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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