A note on state-space representations of locally stationary wavelet time series

Triantafyllopoulos, K. and Nason, G.P. (2009) A note on state-space representations of locally stationary wavelet time series. Statistics and Probability Letters, 79 (1). pp. 50-54. ISSN 0167-7152

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Authors/Creators:
  • Triantafyllopoulos, K. (K.Triantafyllopoulos@sheffield.ac.uk)
  • Nason, G.P.
Copyright, Publisher and Additional Information: © 2009 Elsevier. This is an author produced version of a paper subsequently published in Statistics and Probability Letters. Uploaded in accordance with the publisher's self-archiving policy.
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Mrs Megan Hobbs
Date Deposited: 29 Mar 2010 13:39
Last Modified: 17 Nov 2015 01:29
Published Version: http://dx.doi.org/10.1016/j.spl.2008.07.015
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.spl.2008.07.015
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