Van Bellegem, Sébastien and Von Sachs, Rainer
(2008)
Locally adaptive estimation of evolutionary wavelet spectra.
Annals of Statistics, 36 (4).
pp. 1879-1924.
Van Bellegem, Sébastien and Von Sachs, Rainer
(2004)
Forecasting economic time series with unconditional time-varying variance.
International Journal of Forecasting, 20 (4).
pp. 611-627.
Van Bellegem, Sébastien and Von Sachs, Rainer
(2004)
On adaptive estimation for locally stationary wavelet processes and its applications.
International Journal of Wavelets, Multiresolution and Information Processing, 2 (4).
pp. 545-565.
Fryzlewicz, P., Van Bellegem, Sébastien and Von Sachs, Rainer
(2003)
Forecasting non-stationary time series by wavelet process modelling.
Annals of the Institute of Statistical Mathematics, 55 (4).
pp. 737-764.