Directed wavelet covariance

DOI10.1016/J.CSDA.2018.08.026MaRDI QIDQ1799873zbMATH OpenOpenAlexFDO

Authors Kim Samejima, João Ricardo Sato, Pedro A. Morettin

Publication date 19 October 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2018.08.026

zbMATH Keywords

time seriesdirected coherencecross spectrumwavelet covariance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 3233300 (Why is no real title available?)
• Detecting abrupt changes in a piecewise locally stationary time series
• Empirical spectral processes for locally stationary time series
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
• On jointly stationary feedback-free stochastic processes
• Partial directed coherence applications on EEG data
• Partial directed coherence: a new concept in neural structure determination

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Uses Software

• wmtsa

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