"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

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type: Journal Article

metadata version: 2024-07-11

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João Ricardo Sato, Pedro Alberto Morettin, Paula Ricci Arantes, Edson Amaro Jr.:
Wavelet based time-varying vector autoregressive modelling. Comput. Stat. Data Anal. 51(12): 5847-5866 (2007)

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