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Wavelet based time-varying vector autoregressive modelling.

, , , and . Comput. Stat. Data Anal., 51 (12): 5847-5866 (2007)

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Comparing Time-Varying autoregressive Structures of Locally Stationary Processes., , , and . Int. J. Wavelets Multiresolution Inf. Process., 6 (1): 1-23 (2008)Measuring Time Series Predictability Using Support Vector Regression., , , and . Commun. Stat. Simul. Comput., 37 (6): 1183-1197 (2008)Wavelet estimation of functional coefficient regression models., , and . Int. J. Wavelets Multiresolution Inf. Process., 16 (1): 1850004:1-1850004:29 (2018)Wavelet based time-varying vector autoregressive modelling., , , and . Comput. Stat. Data Anal., 51 (12): 5847-5866 (2007)