Multivariate wavelet-based shape preserving estimation for dependent observations
ContributorsCosma, Antonio; Scaillet, Olivier ; Sachs, Rainervon
Collection
- Cahiers de recherche; 2005.04
Publication date2005
Abstract
Keywords
- Conditional quantile
- Time series
- Shape preserving wavelet estimation
- B-splines
- Multivariate process
Affiliation
Citation (ISO format)
COSMA, Antonio, SCAILLET, Olivier, SACHS, Rainervon. Multivariate wavelet-based shape preserving estimation for dependent observations. 2005
Main files (1)
Report
Identifiers
- PID : unige:5760