Consistent classification of non-stationary time series using stochastic wavelet representations

Piotr Fryzlewicz and Hernando Ombao

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

JEL-codes: C1 (search for similar items in EconPapers)
Date: 2009-03
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Published in Journal of the American Statistical Association, March, 2009, 104(485), pp. 299-312. ISSN: 0162-1459

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