Thick Pen Transformation for Time Series

DOI10.1111/j.1467-9868.2011.00773.xzbMath1226.62077MaRDI QIDQ3100683

Piotr Fryzlewicz, Hee-Seok Oh

Publication date: 21 November 2011

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/37663/

zbMATH Keywords

multiscale; non-stationary time series; testing for stationarity; time series dependence measures; time series visualization

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62M07: Non-Markovian processes: hypothesis testing

62A09: Graphical methods in statistics

Related Items

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Uses Software

• R
• WaveThresh4
• wavethresh

Cites Work

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