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A wavelet-based model for forecasting non-stationary processes

van Bellegem, Sébastien, Fryzlewicz, Piotr 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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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:
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: 20 Feb 2021 02:37

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