Scale space multiresolution correlation analysis for time series data
From MaRDI portal
Publication:2358916
DOI10.1007/s00180-016-0670-6zbMath1417.62256OpenAlexW2461412641MaRDI QIDQ2358916
Lasse Holmström, Leena Pasanen
Publication date: 27 June 2017
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: http://urn.fi/urn:nbn:fi-fe201702091504
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15)
Related Items (3)
Scale space multiresolution correlation analysis for time series data ⋮ Extraction of sea temperature in the Barents Sea by a scale space multiresolution method – prospects for Atlantic salmon ⋮ SiZer inference for generalized varying coefficient models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Scale space multiresolution analysis of random signals
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
- Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
- A new correlation coefficient for bivariate time-series data
- Scale space multiresolution correlation analysis for time series data
- A canonical analysis of multiple time series
- SiZer for Exploration of Structures in Curves
- Co-Integration and Error Correction: Representation, Estimation, and Testing
This page was built for publication: Scale space multiresolution correlation analysis for time series data