The wavelet detection of hidden periodicities in time series
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Publication:1365180
DOI10.1016/S0167-7152(96)00211-8zbMath0880.62089MaRDI QIDQ1365180
Publication date: 28 August 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)
Related Items (6)
Threshold variable selection by wavelets in open-loop threshold autoregressive models ⋮ Multiresolution approximation for volatility processes ⋮ Estimation of spectral density for seasonal time series models ⋮ Detection of jumps by wavelets in a heteroscedastic autoregressive model ⋮ The wavelet detection of the jump and cusp points of a regression function ⋮ Detection of the jump points of a heteroscedastic regression model by wavelets
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