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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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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
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 20 Dec 2010 10:29
URL: http://eprints.lse.ac.uk/30969/

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