Modelling time-varying first and second-order structure of time series via wavelets and differencing (2022)

First Author: McGonigle E
Attributed to:  Novel wavelet models for nonstationary time series. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/22-ejs2044

Publication URI: http://dx.doi.org/10.1214/22-ejs2044

Type: Journal Article/Review

Parent Publication: Electronic Journal of Statistics

Issue: 2