Estimation of Time Series Models via Robust Wavelet Variance
Published inÖsterreichische Zeitschrift für Statistik, vol. 43, no. 3-4, p. 267-277
Publication date2014
Abstract
Keywords
- Maximum overlap discrete transform
- M-estimator
- Generalized method of wavelet moments
- Composite stochastic processes
- Autoregressive processes
Citation (ISO format)
GUERRIER, Stéphane, MOLINARI, Roberto Carlo, VICTORIA-FESER, Maria-Pia. Estimation of Time Series Models via Robust Wavelet Variance. In: Österreichische Zeitschrift für Statistik, 2014, vol. 43, n° 3-4, p. 267–277.
Main files (1)
Article (Published version)
Identifiers
- PID : unige:38168
ISSN of the journal1026-597X