Nonlinear wavelet estimation of time-varying autoregressive processes

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Bibliographic Details
Main Authors: Dahlhaus, Rainer (Author) , Neumann, Michael H. (Author) , Sachs, Rainer von (Author)
Format: Article (Journal)
Language:English
Published: 1999
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
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Author Notes:Rainer Dahlhaus, Michael H. Neumann and Rainer Von Sachs

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