Robust Inference for Time Series Models: a Wavelet-Based Framework
Number of pages27
Publication date2015
Abstract
Keywords
- Wavelet variance
- Time series
- State-space models
- Kalman filter
- Signal processing
- Multiscale and latent processes
Affiliation entities
Citation (ISO format)
MOLINARI, Roberto Carlo, GUERRIER, Stéphane, VICTORIA-FESER, Maria-Pia. Robust Inference for Time Series Models: a Wavelet-Based Framework. 2015, p. 27.
Main files (1)
Preprint
Identifiers
- PID : unige:55511