A wavelet-based model for forecasting non-stationary processes

van Bellegem, Sébastien, Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and von Sachs, Rainer (2003) A wavelet-based model for forecasting non-stationary processes. In: Gazeau, J-P, Kerner, R, Antoine, J-P and Metens, S, (eds.) Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical. Institute of Physics conference series (173). Institute of Physics Publishing, Bristol, UK, pp. 955-958. ISBN 9780750309334

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Abstract

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

Item Type:	Book Section
Official URL:	http://www.iop.org/
Additional Information:	© 2003 IOP Publishing Ltd and individual contributors
Divisions:	Statistics
Subjects:	H Social Sciences > HA Statistics
Date Deposited:	20 Dec 2010 10:29
Last Modified:	11 Dec 2024 16:53
URI:	http://eprints.lse.ac.uk/id/eprint/30969

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