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Robust Inference for Time Series Models: a Wavelet-Based Framework

• Authors : Molinari, Roberto Carlo; Guerrier, Stéphane; Victoria-Feser, Maria-Pia

Subjects: info:eu-repo/classification/ddc/310; Wavelet variance; Time series

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Generalized Method of Wavelet Moments

• Authors : Guerrier, Stéphane; Stebler, Yannick; Skaloud, Jan

Subjects: info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/332/658; info:eu-repo/classification/ddc/310

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Robust filtering

• Authors : Calvet, Laurent; Czellar, Veronika; Ronchetti, Elvezio

Subjects: info:eu-repo/classification/ddc/310

• Source: ISSN: 1556-5068 ; Social Science Research Network, (2012) p. 1-48.

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