A Note on the Effect of Wavelet Choice on the Estimation of the Evolutionary Wavelet Spectrum
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Publication:5299832
DOI10.1080/03610918.2011.625484zbMath1327.62465MaRDI QIDQ5299832
Aimee N. Gott, Idris A. Eckley
Publication date: 21 June 2013
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.625484
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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