Causality measure of nonstationary processes by wavelets (Q3609060)
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scientific article; zbMATH DE number 5524054
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| English | Causality measure of nonstationary processes by wavelets |
scientific article; zbMATH DE number 5524054 |
Statements
6 March 2009
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fractionally differenced stationary process
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wavelet transforms
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noncausality test
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0.7692146301269531
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0.759446382522583
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0.7494215965270996
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0.7493355870246887
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