Nonlinear wavelet estimation of time-varying autoregressive processes
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| Main Authors: | , , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
1999
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| In: |
Bernoulli
Year: 1999, Volume: 5, Issue: 5, Pages: 873-906 |
| ISSN: | 1573-9759 |
| DOI: | 10.2307/3318448 |
| Online Access: | Resolving-System, Volltext: http://dx.doi.org/10.2307/3318448 |
| Author Notes: | Rainer Dahlhaus, Michael H. Neumann and Rainer Von Sachs |
MARC
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