Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models.

Agnieszka Jach Piotr Kokoszka

Published in: Comput. Stat. (2010)

Keyphrases

wavelet analysis
autoregressive model
multiresolution
wavelet transform
computer vision
machine learning
face recognition
feature extraction
search space
state space
scale space
statistical analysis
mexican hat