Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency.
Donggyu KimXinyu SongYazhen WangPublished in: J. Multivar. Anal. (2022)
Keyphrases
- high frequency
- low frequency
- wavelet transform
- markov processes
- high resolution
- visual quality
- discrete wavelet transform
- frequency domain
- markov chain
- subband
- frequency band
- low pass
- wavelet analysis
- wavelet decomposition
- computer vision
- high frequency components
- high quality
- dct domain
- contourlet transform
- machine learning
- subband decomposition
- optimal control problems
- low frequency coefficients