@article{articled04f28e0,
title   = {Time-varying cointegration model using wavelets},
author = {Fonseca, Eder Lucio da and Alencar, Airlane Pereira and Morettin, Pedro Alberto},
year = {2019},
doi = {10.1016/j.spl.2018.09.017},
journal   = {Statistics & Probability Letters}
}