Time-localized wavelet multiple regression and correlation (Q83116): Difference between revisions

@@ Property / published in @@
+Physica A
@@ Property / published in: Physica A / rank @@
+Normal rank
@@ Property / publication date @@
+June 2022Timestamp +2022-06-23T00:00:00Z
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++2022-06-23T00:00:00Z
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++00:00
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@@ Property / publication date: 23 June 2022 / rank @@
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@@ Property / author @@
+Javier Fernández-Macho
@@ Property / author: Javier Fernández-Macho / rank @@
+Normal rank
@@ Property / title @@
+Time-localized wavelet multiple regression and correlation (English)
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+-XX
@@ Property / Mathematics Subject Classification ID: 82-XX / rank @@
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@@ Property / zbMATH DE Number @@
+7546891
@@ Property / zbMATH DE Number: 7546891 / rank @@
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+comovement dynamics
@@ Property / zbMATH Keywords: comovement dynamics / rank @@
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@@ Property / zbMATH Keywords @@
+euro zone
@@ Property / zbMATH Keywords: euro zone / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local regression
@@ Property / zbMATH Keywords: local regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiscale analysis
@@ Property / zbMATH Keywords: multiscale analysis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate time series
@@ Property / zbMATH Keywords: multivariate time series / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-stationary time series
@@ Property / zbMATH Keywords: non-stationary time series / rank @@
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@@ Property / zbMATH Keywords @@
+stock markets
@@ Property / zbMATH Keywords: stock markets / rank @@
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@@ Property / zbMATH Keywords @@
+wavelet transform
@@ Property / zbMATH Keywords: wavelet transform / rank @@
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@@ Property / zbMATH Keywords @@
+weighted least squares
@@ Property / zbMATH Keywords: weighted least squares / rank @@
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+https://doi.org/10.1016/j.physa.2017.11.050
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+W2768642440
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
+Normal rank
@@ Property / cites work @@
+Analysis of Subtidal Coastal Sea Level Fluctuations Using Wavelets
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+Q2768756
@@ Property / cites work: Q2768756 / rank @@
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@@ Property / cites work @@
+A wavelet based approach to measure and manage contagion at different time scales
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@@ Property / cites work @@
+Q2832150
@@ Property / cites work: Q2832150 / rank @@
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@@ Property / cites work @@
+Wavelet analysis of stock returns and aggregate economic activity
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@@ Property / cites work @@
+Asymptotic Decorrelation of Between-Scale Wavelet Coefficients
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@@ Property / cites work @@
+Robust Locally Weighted Regression and Smoothing Scatterplots
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@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
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@@ Property / cites work @@
+PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA
@@ Property / cites work: PERIODOGRAM ANALYSIS AND CONTINUOUS SPECTRA / rank @@
+Normal rank
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+Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree
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+Long-run comovements in East Asian stock market volatility
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+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet neural networks: a practical guide
@@ Property / cites work: Wavelet neural networks: a practical guide / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:83116