Pages that link to "Item:Q4851512"

The following pages link to On estimation of the wavelet variance (Q4851512):

Displaying 32 items.

• Differentiating intraday seasonalities through wavelet multi-scaling (Q88369) (← links)
• Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• Wavelet-based fuzzy clustering of time series (Q263287) (← links)
• \(M\)-estimation of wavelet variance (Q421382) (← links)
• Multi-scale tests for serial correlation (Q473345) (← links)
• On classification of PDZ domains: a computational study (Q473641) (← links)
• Long-run wavelet-based correlation for financial time series (Q724160) (← links)
• Wavelet variance analysis for gappy time series (Q907025) (← links)
• Wavelet-based bootstrapping of spatial patterns on a finite lattice (Q959323) (← links)
• Discrimination of locally stationary time series using wavelets (Q1020891) (← links)
• Wavelet analysis of stock returns and aggregate economic activity (Q1023637) (← links)
• Scaling properties of foreign exchange volatility (Q1588872) (← links)
• A wavelet-based approach to test for financial market contagion (Q1927129) (← links)
• Modeling non-stationary extreme waves using a point process approach and wavelets (Q2331257) (← links)
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
• Estimation of long memory in volatility using wavelets (Q2691712) (← links)
• A wavelet-based variance ratio unit root test for a system of equations (Q2697085) (← links)
• A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (Q3632190) (← links)
• WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS (Q3637883) (← links)
• Wavelet scale analysis of bivariate time series i: motivation and estimation (Q4526140) (← links)
• Wavelet scale analysisof bivariate time series ii:statistical properties for linear processes (Q4526141) (← links)
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499) (← links)
• Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient (Q4916514) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• On simple wavelet estimators of random signals and their small-sample properties (Q5220912) (← links)
• The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (Q5234361) (← links)
• Early Warning Signals of Financial Stress: A “Wavelet-Based” Composite Indicators Approach (Q5258073) (← links)
• Slepian Wavelet Variances for Regularly and Irregularly Sampled Time Series (Q5261079) (← links)
• EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES (Q5694556) (← links)
• MULTIVARIATE SPECTRAL ANALYSIS USING HILBERT WAVELET PAIRS (Q5697086) (← links)
• Epicasting: an ensemble wavelet neural network for forecasting epidemics (Q6057959) (← links)