Title of article
Wavelet based time-varying vector autoregressive modelling
Author/Authors
Jo?o R. Sato، نويسنده , , Pedro A. Morettin، نويسنده , , Paula R. Arantes، نويسنده , , Edson Amaro Jr.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
20
From page
5847
To page
5866
Keywords
wavelets , Time-varying , Autoregressive , Multivariate
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145497
Link To Document