Estimating linear dependence between nonstationary time series using the locally stationary wavelet model (Q3585404)
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scientific article; zbMATH DE number 5773444
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| English | Estimating linear dependence between nonstationary time series using the locally stationary wavelet model |
scientific article; zbMATH DE number 5773444 |
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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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0.7572022080421448
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0.7421615123748779
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0.7419768571853638
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0.7394789457321167
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0.7383320927619934
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