Nonlinear wavelet estimation of time-varying autoregressive processes

Saved in:

Bibliographic Details
Main Authors:	Dahlhaus, Rainer (Author) , Neumann, Michael H. (Author) , Sachs, Rainer von (Author)
Format:	Article (Journal) Book/Monograph
Language:	English
Published:	Heidelberg Universitätsbibliothek Heidelberg 2016
Series:	Beiträge zur Statistik Reports 09
In:	Beiträge zur Statistik (09)
DOI:	10.11588/heidok.00021429
Online Access:	Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.11588/heidok.00021429 Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-214291
Author Notes:	Rainer Dahlhaus; Michael H. Neumann; Rainer von Sachs

Nonlinear wavelet estimation of time-varying autoregressive processes by Dahlhaus, Rainer (Author) , Neumann, Michael H. (Author) , Sachs, Rainer von (Author) ,

in: Bernoulli, 5 (1999), 5, Seite 873-906

Article (Journal) Online Resource

Book/Monograph Online Resource