Testing for multivariate autoregressive conditional heteroskedasticity using wavelets.
Pierre DuchesnePublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- autoregressive
- moving average
- non stationary
- gaussian markov random field
- random fields
- random field models
- multiresolution
- signal processing
- image compression
- autoregressive model
- spectrum analysis
- image processing
- wavelet transform
- sar images
- conditional random fields
- autoregressive moving average
- markov random field
- semi supervised
- feature extraction