Time-varying spatio-temporal models by wavelets
From MaRDI portal
Cites work
- A likelihood approximation for locally stationary processes
- A Three-Stage Iterative Procedure for Space-Time Modeling
- Boosting high dimensional predictive regressions with time varying parameters
- Count network autoregression
- Estimation of time varying linear systems
- Fitting time series models to nonstationary processes
- scientific article; zbMATH DE number 4022433 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- Identification and Interpretation of First Order Space-Time ARMA Models
- Maximum likelihood estimation and model selection for locally stationary processes∗
- Modeling Multiple Times Series with Applications
- Multiple Time Series Analysis and the Final Form of Econometric Models
- Network vector autoregression
- Nonlinear wavelet estimation of time-varying autoregressive processes
- Nonparametric estimation of a time-varying GARCH model
- On the Kullback-Leibler information divergence of locally stationary processes
- Orthonormal bases of compactly supported wavelets
- Ten Lectures on Wavelets
- Testing Linearity for Network Autoregressive Models
- Time-domain estimation of time-varying linear systems
- Variance of the Sample Space-Time Correlation Function of Contemporaneously Correlated Variables
- Wavelet based time-varying vector autoregressive modelling
This page was built for publication: Time-varying spatio-temporal models by wavelets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6861898)
