Nonlinear wavelet estimation of time-varying autoregressive processes - Dahlhaus, Rainer; Neumann, Michael H.; Sachs, Rainer von (Beiträge zur Statistik, 2016)
Aus: Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability, 5 (1999), Nr. 5. pp. 873-906. ISSN 1350-7265