EconPapers    
Economics at your fingertips  
 

Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations

Piotr Fryzlewicz and Hernando Ombao

Journal of the American Statistical Association, 2009, vol. 104, issue 485, 299-312

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://pubs.amstat.org/doi/abs/10.1198/jasa.2009.0110 full text (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:104:i:485:y:2009:p:299-312

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of the American Statistical Association is currently edited by Leonard A. Stefanski

More articles in Journal of the American Statistical Association from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2025-03-19
Handle: RePEc:bes:jnlasa:v:104:i:485:y:2009:p:299-312