Wavelets in state space models

DOI10.1002/asmb.496zbMath1065.42030OpenAlexW2087510656MaRDI QIDQ4676852

Eliana Zandonade, Pedro Alberto Morettin

Publication date: 20 May 2005

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.496

zbMATH Keywords

waveletsKalman filterstate space modelsswitching model

Mathematics Subject Classification ID

Cites Work

• Time series: theory and methods.
• Smoothness priors analysis of time series
• Ten Lectures on Wavelets
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