@article{article36247387,
title   = {Wavelet based time-varying vector autoregressive modelling},
author = {Sato, João R. and Morettin, Pedro Alberto and Arantes, Paula R. and Amaro Jr., Edson},
year = {2007},
doi = {10.1016/j.csda.2006.10.027},
journal   = {Computational Statistics & Data Analysis}
}