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"Wavelet based time-varying vector autoregressive modelling."

João Ricardo Sato et al. (2007)

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DOI: 10.1016/J.CSDA.2006.10.027

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - https://dblp.org/rec/journals/csda/SatoMAA07
João Ricardo Sato, Pedro Alberto Morettin, Paula R. Arantes, Edson Amaro Jr.:
Wavelet based time-varying vector autoregressive modelling. Comput. Stat. Data Anal. 51(12): 5847-5866 (2007)

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