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Forecasting non-stationary time series by wavelet process modelling - MaRDI portal

Forecasting non-stationary time series by wavelet process modelling (Q1880993)

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scientific article; zbMATH DE number 2103639
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English
Forecasting non-stationary time series by wavelet process modelling
scientific article; zbMATH DE number 2103639

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    Forecasting non-stationary time series by wavelet process modelling (English)
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    27 September 2004
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    local stationarity
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    non-decimated wavelets
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    prediction
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    time-modulated processes
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    Yule-Walker equations
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