Nonlinear wavelet estimation of time-varying autoregressive processes

@inproceedings{Sachs2007NonlinearWE,
  title={Nonlinear wavelet estimation of time-varying autoregressive processes},
  author={Rainer von Sachs},
  year={2007}
}
R A I N E R DA H L H AU S , 1 M I C H A E L H . N E U M A N N 2 and RAINER VON SACHS 3 Institut fuÈ r Angewandte Mathematik, UniversitaÈ t Heidelberg, Im Neuenheimer Feld 294, D-69120 Heidelberg, Germany. E-mail: dahlhaus@statlab.uni-heidelberg.de SFB 373, Humboldt-UniversitaÈ t zu Berlin, Spandauer Strasse 1, D-10178 Berlin, Germany. E-mail: neumann@wiwi.hu-berlin.de Institut de Statistique, Universite Catholique de Louvain, Voie du Roman Pays 20, B-1348 Louvain-la-Neuve, Belgium. E-mail: rvs… CONTINUE READING

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