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Forecasting non-stationary time series by wavelet process modelling

Bibliographic reference Fryzlewicz, P ; Van Bellegem, Sébastien ; von Sachs, Rainer. Forecasting non-stationary time series by wavelet process modelling. In: Institute of Statistical Mathematics. Annals, Vol. 55, no. 4, p. 737-764 (2003)
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