Article

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.