Wavelet based time-varying vector autoregressive modelling

Computational Statistics and Data Analysis

Volumn 51, Issue 12, 2007, Pages 5847-5866

  Sato, João R ^a   Morettin, Pedro A ^a   Arantes, Paula R ^a   Amaro Jr , Edson ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Autoregressive; Multivariate; Time varying; Wavelets

Indexed keywords

COMPUTER SIMULATION; MAGNETIC RESONANCE IMAGING; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

BRAIN CONNECTIVITY IDENTIFICATION; GRANGER CAUSALITY; VECTOR AUTOREGRESSIVE (VAR) MODELING;

VECTORS;

EID: 34547226846     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.10.027     Document Type: Article

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