A tv-IVAR MODEL FOR MULTIVARIATE IRREGULAR TIME SERIES

DOI10.17654/ADASJUN2015_181_200zbMath1333.62216MaRDI QIDQ2795848

Oscar E. Molina, Gladys E. Salcedo, Rogério F. Porto

Publication date: 22 March 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9259.htm

zbMATH Keywords

wavelet analysisvector autoregressive modelirregularly spaced time serieslocally stationary multivariate processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• wavethresh

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