Estimating linear dependence between nonstationary time series using the locally stationary wavelet model (Q3585404)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
scientific article

    Statements

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

    Identifiers