Wavelet estimation in time-varying coefficient models

Zhou, XC; Ni, BB; Zhu, CH

Zhou, XC (reprint author), Nanjing Audit Univ, Inst Stat & Data Sci, Nanjing 211815, Jiangsu, Peoples R China.

LITHUANIAN MATHEMATICAL JOURNAL, 2019; 59 (2): 276

Abstract

The paper is concerned with the estimation of a time-varying coefficient time series model, which is used to characterize the nonlinearity and trendin......

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