Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359): Difference between revisions

@@ Property / DOI @@
-.1111/jtsa.12230
@@ Property / DOI: 10.1111/jtsa.12230 / rank @@
-Normal rank
@@ Property / publication date @@
+March 2017Timestamp +2017-03-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-03-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / publication date: 16 March 2017 / rank @@
+Normal rank
@@ Property / author @@
+Alessandro Cardinali
@@ Property / author: Alessandro Cardinali / rank @@
+Normal rank
@@ Property / author @@
+Guy P. Nason
@@ Property / author: Guy P. Nason / rank @@
+Normal rank
@@ Property / title @@
+Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62444
@@ Property / zbMATH Open document ID: 1360.62444 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+T60
@@ Property / Mathematics Subject Classification ID: 65T60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6695512
@@ Property / zbMATH DE Number: 6695512 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local stationarity
@@ Property / zbMATH Keywords: local stationarity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+wavelet packet
@@ Property / zbMATH Keywords: wavelet packet / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+locally stationary Fourier process
@@ Property / zbMATH Keywords: locally stationary Fourier process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+locally stationary wavelet process
@@ Property / zbMATH Keywords: locally stationary wavelet process / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+WaveThresh4
@@ Property / describes a project that uses: WaveThresh4 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+wavethresh
@@ Property / describes a project that uses: wavethresh / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+BootWPTOS
@@ Property / describes a project that uses: BootWPTOS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/jtsa.12230
+Normal rank
@@ Property / OpenAlex ID @@
+W2586781516
@@ Property / OpenAlex ID: W2586781516 / rank @@
+Normal rank
@@ Property / cites work @@
+A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES
+Normal rank
@@ Property / cites work @@
+Costationarity of Locally Stationary Time Series
@@ Property / cites work: Costationarity of Locally Stationary Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Practical powerful wavelet packet tests for second-order stationarity
+Normal rank
@@ Property / cites work @@
+Entropy-based algorithms for best basis selection
@@ Property / cites work: Entropy-based algorithms for best basis selection / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Locally stationary covariance and signal estimation with macrotiles
+Normal rank
@@ Property / cites work @@
+Forecasting non-stationary time series by wavelet process modelling
+Normal rank
@@ Property / cites work @@
+On the Cholesky factorization of the Gram matrix of locally supported functions
+Normal rank
@@ Property / cites work @@
+Q3272866
@@ Property / cites work: Q3272866 / rank @@
+Normal rank
@@ Property / cites work @@
+On a small sample adjustment for the profile score function in semiparametric smoothing models
+Normal rank
@@ Property / cites work @@
+A theory for multiresolution signal decomposition: the wavelet representation
+Normal rank
@@ Property / cites work @@
+Adaptive covariance estimation of locally stationary processes
+Normal rank
@@ Property / cites work @@
+Q3503416
@@ Property / cites work: Q3503416 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet packet transfer function modelling of nonstationary time series
+Normal rank
@@ Property / cites work @@
+Q3580279
@@ Property / cites work: Q3580279 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelets in time-series analysis
@@ Property / cites work: Wavelets in time-series analysis / rank @@
+Normal rank
@@ Property / cites work @@
+The SLEX model of a non-stationary random process
@@ Property / cites work: The SLEX model of a non-stationary random process / rank @@
+Normal rank
@@ Property / cites work @@
+Automatic Statistical Analysis of Bivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+SLEX Analysis of Multivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes
+Normal rank
@@ Property / cites work @@
+Q4488348
@@ Property / cites work: Q4488348 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5521155
@@ Property / cites work: Q5521155 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323822
@@ Property / cites work: Q3323822 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692920
@@ Property / cites work: Q4692920 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5572777
@@ Property / cites work: Q5572777 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
+Normal rank
@@ Property / cites work @@
+The phase–corrected undecimated discrete wavelet packet transform and its application to interpreting the timing of events
+Normal rank
@@ Property / cites work @@
+Q4320129
@@ Property / cites work: Q4320129 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/JTSA.12230
@@ Property / DOI: 10.1111/JTSA.12230 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:113359