Thick Pen Transformation for Time Series
DOI10.1111/J.1467-9868.2011.00773.XzbMATH Open1226.62077OpenAlexW2273152654MaRDI QIDQ3100683FDOQ3100683
Authors: P. 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/
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non-stationary time seriesmultiscaletesting for stationaritytime series dependence measurestime series visualization
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Graphical methods in statistics (62A09) Non-Markovian processes: hypothesis testing (62M07)
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Cited In (6)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
- Peaks, gaps, and time‐reversibility of economic time series
- Statistical Scale Space Methods
- Identifying local smoothness for spatially inhomogeneous functions
- Zero-inflated time series clustering via ensemble thick-pen transform
- Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
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