Nonlinear wavelet estimation of timevarying autoregressive processes

Bernoulli

Volumn 5, Issue 5, 1999, Pages 873-906

  Dahlhaus, Rainer ^a,b,c   Neumann, Michael H ^a,b   Von Sachs, Rainer ^a,b  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b HUMBOLDT UNIVERSITY   (Germany)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Non stationary processes; Nonlinear thresholding; Time series; Time varying autoregression; Wavelet estimators

Indexed keywords

EID: 0011243724     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318448     Document Type: Article

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