Thick Pen Transformation for Time Series
From MaRDI portal
Publication:3100683
DOI10.1111/j.1467-9868.2011.00773.xzbMath1226.62077MaRDI QIDQ3100683
Publication date: 21 November 2011
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/37663/
multiscale; non-stationary time series; testing for stationarity; time series dependence measures; time series visualization
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62M07: Non-Markovian processes: hypothesis testing
62A09: Graphical methods in statistics
Related Items
Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously, Statistical Scale Space Methods, Peaks, gaps, and time‐reversibility of economic time series, Zero-inflated time series clustering via ensemble thick-pen transform, Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously, Identifying local smoothness for spatially inhomogeneous functions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Testing temporal constancy of the spectral structure of a time series
- The use of Boolean functions and local operations for edge detection in images
- Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
- Locally adaptive estimation of evolutionary wavelet spectra
- Time series: theory and methods
- Fitting time series models to nonstationary processes
- Least angle regression. (With discussion)
- Tail probabilities of the maxima of Gaussian random fields
- Normalized least-squares estimation in time-varying ARCH models
- Sizer for time series: a new approach to the analysis of trends
- A Wavelet-Based Test for Stationarity
- On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression
- Break Detection for a Class of Nonlinear Time Series Models
- Discrimination and Clustering for Multivariate Time Series
- The distribution of the maximum Brownian excursion
- Stochastic Limit Theory
- Stroke-model-based character extraction from gray-level document images
- SiZer for Exploration of Structures in Curves
- On the performance of box-counting estimators of fractal dimension
- On the Volume of Tubes