Nonlinear wavelet estimation of time-varying autoregressive processes

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Bibliographische Detailangaben
Hauptverfasser: Dahlhaus, Rainer (VerfasserIn) , Neumann, Michael H. (VerfasserIn) , Sachs, Rainer von (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 1999
In: Bernoulli
Year: 1999, Jahrgang: 5, Heft: 5, Pages: 873-906
ISSN:1573-9759
DOI:10.2307/3318448
Online-Zugang:Resolving-System, Volltext: http://dx.doi.org/10.2307/3318448
Volltext
Verfasserangaben:Rainer Dahlhaus, Michael H. Neumann and Rainer Von Sachs

MARC

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