Visualization and inference based on wavelet coefficients, SiZer and SiNos
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Publication:1020702
DOI10.17615/6ctn-0054 10.1016/j.csda.2006.11.037; 10.17615/6ctn-0054zbMath1445.62236MaRDI QIDQ1020702
Murad S. Taqqu, Fred Godtliebsen, Stilian A. Stoev, James Stephen Marron, Cheol-Woo Park
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17615/6ctn-0054
SiZer; time series; long-range dependence; non-stationarity; wavelet coefficients; internet traffic; scale-space method; SiNos
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items
Multiscale spectral analysis for detecting short and long range change points in time series, A Scale‐space Approach for Detecting Non‐stationarities in Time Series
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Cites Work
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