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A wavelet-based model for forecasting non-stationary processes

By Sébastien van Bellegem, Piotr Fryzlewicz and Rainer von Sachs


In this article we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets

Topics: HA Statistics
Publisher: Institute of Physics Publishing
Year: 2003
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Provided by: LSE Research Online
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