Estimating linear dependence between nonstationary time series using the locally stationary wavelet model (Q3585404)
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English | Estimating linear dependence between nonstationary time series using the locally stationary wavelet model |
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Estimating linear dependence between nonstationary time series using the locally stationary wavelet model (English)
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19 August 2010
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bivariate time series
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locally stationary process
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nonstationarity
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wavelet coherence
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wavelet cross-spectrum
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