Multiscale Autoregression on Adaptively Detected Timescales

Fuente: arXiv

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Bibliographic Details
Main Authors:	Baranowski, Rafal, Chen, Yining, Fryzlewicz, Piotr
Format:	Preprint
Published:	2024
Subjects:	Methodology 62M10 (Primary) 62F07, 62F30, 62M20, 62P20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.10920