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Title: Forks · SMAC-Group/gmwm · GitHub

Open Graph Title: Forks · SMAC-Group/gmwm

X Title: Forks · SMAC-Group/gmwm

Description: Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models. - Forks · SMAC-Group/gmwm

Open Graph Description: Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particular...

X Description: Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particular...

Opengraph URL: https://github.com/SMAC-Group/gmwm

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