wmtsa
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Software:36026
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Source code repository: https://github.com/cran/wmtsa
Related Items (only showing first 100 items - show all)
Bayesian wavelet de-noising with the caravan prior ⋮ The adaptive normal-hypergeometric-inverted-beta priors for sparse signals ⋮ Causal structure among US corn futures and regional cash prices in the time and frequency domain ⋮ Estimators of long-memory: Fourier versus wavelets ⋮ The process of transferring negative impulses in capital markets – a wavelet analysis ⋮ Nonparametric estimation to reconstruct the deformation history of an active fold in the Caspian Basin ⋮ A novel wavelet artificial neural networks method to predict non-stationary time series ⋮ Wavelet semi-parametric inference for long memory in volatility in the presence of a trend ⋮ Amplitude and phase synchronization of European business cycles: a wavelet approach ⋮ Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries ⋮ Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility ⋮ Estimation of long memory in volatility using wavelets ⋮ Time-varying persistence of inflation: evidence from a wavelet-based approach ⋮ Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis ⋮ A wavelet-based variance ratio unit root test for a system of equations ⋮ The influence of power law distributions on long-range trial dependency of response times ⋮ Recovering cointegration via wavelets in the presence of non-linear patterns ⋮ Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation ⋮ Testing for spurious and cointegrated regressions: A wavelet approach ⋮ Time-varying autoregressive conditional duration model ⋮ A multivariate descriptor method for change-point detection in nonlinear time series ⋮ Comment on testing for spurious and cointegrated regressions: a wavelet approach ⋮ Realized wavelet-based estimation of integrated variance and jumps in the presence of noise ⋮ Wavelet-based detection of outliers in financial time series ⋮ Case study: shipping trend estimation and prediction via multiscale variance stabilisation ⋮ A nonparametric regression cross spectrum for multivariate time series ⋮ Wavelet-based prediction of oil prices ⋮ A generalized demodulation approach to time-frequency projections for multicomponent signals ⋮ A wavelet-based spectral procedure for steady-state simulation analysis ⋮ Estimators of fractal dimension: assessing the roughness of time series and spatial data ⋮ A Wavelet Based Multi Scale VaR Model for Agricultural Market ⋮ On the wavelet-based simulation of anomalous diffusion ⋮ Wavelet-based estimation for multivariate stable laws ⋮ On simple wavelet estimators of random signals and their small-sample properties ⋮ Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements ⋮ On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators ⋮ Gold price dynamics and the role of uncertainty ⋮ The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach ⋮ Fractal similarities between the distribution of primes and nucleotides in DNA ⋮ Wavelet frequency domain approach for statistical modeling of rainfall time-series data ⋮ Discrete wavelet packet transform based discriminant analysis for whole genome sequences ⋮ Unnamed Item ⋮ Wavelet-Based Methods for High-Frequency Lead-Lag Analysis ⋮ Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons ⋮ Forecasting drought using neural network approaches with transformed time series data ⋮ Two preprocessing algorithms for climate time series ⋮ Unnamed Item ⋮ Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals ⋮ On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method ⋮ A wavelet based approach to measure and manage contagion at different time scales ⋮ On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points ⋮ Interest rate spreads and output: a time scale decomposition analysis using wavelets ⋮ The finite sample behavior of the 0-1 test for chaos ⋮ Short-window spectral analysis using AMVAR and multitaper methods: a comparison ⋮ Pattern recognition methods for advanced stochastic protein sequence analysis using HMMs ⋮ Modeling and forecasting exchange rate volatility in time-frequency domain ⋮ Macrofinancial imbalances in historical perspective: a global crisis index ⋮ Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment ⋮ Analysis of shares frequency components on daily value-at-risk in emerging and developed markets ⋮ Advances in artificial neural networks -- methodological development and application ⋮ Classification tree methods for panel data using wavelet-transformed time series ⋮ Grouped variable importance with random forests and application to multiple functional data analysis ⋮ Reservoir description with integrated multiwell data using two-dimensional wavelets ⋮ A wavelet-based method for surrogate data generation ⋮ Model-based clustering of probability density functions ⋮ Tests for serial correlation of unknown form in dynamic least squares regression with wavelets ⋮ Minimum classification error learning for sequential data in the wavelet domain ⋮ De-noising option prices with the wavelet method ⋮ A particle swarm algorithm with broad applicability in shape-constrained estimation ⋮ A wavelet-based approach to test for financial market contagion ⋮ Comparing non-stationary and irregularly spaced time series ⋮ Heart rate variability during high-intensity exercise ⋮ Hierarchical Bayes models for response time data ⋮ Non-stationary time series and the robustness of circadian rhythms ⋮ Measuring business cycles: a wavelet analysis of economic time series ⋮ On asymptotically optimal wavelet estimation of trend functions under long-range dependence ⋮ Framelet analysis of some geometrical illusions ⋮ Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size ⋮ Short-run electricity load forecasting with combinations of stationary wavelet transforms ⋮ Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models ⋮ A generalized ARFIMA model with smooth transition fractional integration parameter ⋮ Wavelets-based clustering of multivariate time series ⋮ \(M\)-estimation of wavelet variance ⋮ Online wavelet-based density estimation for non-stationary streaming data ⋮ Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents ⋮ Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting ⋮ Transfer function models with time-varying coefficients ⋮ Hölder exponent spectra for human gait ⋮ Stock data clustering and multiscale trend detection ⋮ Wavelet variance analysis for gappy time series ⋮ Multiresolution analysis of S\&P500 time series ⋮ Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise ⋮ Expectiles for subordinated Gaussian processes with applications ⋮ Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends ⋮ Hierarchical wavelet modelling of environmental sensor data ⋮ Automatic wavelet base selection and its application to contrast enhancement ⋮ Should structure functions be used to estimate power laws in turbulence? A comparative study ⋮ Multi-scale tests for serial correlation ⋮ On particle trajectories in restricted 3-body problem including the effect of radiation: Sun-Jupiter system ⋮ Indirect inference in fractional short-term interest rate diffusions
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