Publication:5480287
From MaRDI portal
zbMath1129.62080MaRDI QIDQ5480287
Donald B. Percival, A. T. Walden
Publication date: 27 July 2006
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62M15: Inference from stochastic processes and spectral analysis
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
62P35: Applications of statistics to physics
Related Items
STOCK‐BOND CO‐MOVEMENTS AND FLIGHT‐TO‐QUALITY IN G7 COUNTRIES: A TIME‐FREQUENCY ANALYSIS, Efficient Functional ANOVA Through Wavelet-Domain Markov Groves, Enhanced multiresolution wavelet analysis of complex dynamics in nonlinear systems, Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets, A new Bayesian wavelet thresholding estimator of nonparametric regression, Structural asset pricing theory with wavelets, Forecasting Study of Shanghai’s and Shenzhen’s Stock Markets Using a Hybrid Forecast Method, Wavelet energy ratio unit root tests, Statistical Scale Space Methods, Robust Two-Step Wavelet-Based Inference for Time Series Models, Trend locally stationary wavelet processes, Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers, Multivariate Wavelet Whittle Estimation in Long-range Dependence, Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods, A new wavelet-based denoising algorithm for high-frequency financial data mining, Spatiospectral concentration in the Cartesian plane, Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series, Parallel computing sparse wavelet feature extraction for P300 Speller BCI, Surrogate data for hypothesis testing of physical systems, Bayesian wavelet analysis using nonlocal priors with an application to fMRI analysis, Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme, Fractional dynamic behavior in ethanol prices series, Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context, A wavelet-based approach for detecting changes in second order structure within nonstationary time series, Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence, Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators, An energy-based measure for long-run horizon risk quantification, A random effects stochastic block model for joint community detection in multiple networks with applications to neuroimaging, Did long-memory of liquidity signal the European sovereign debt crisis?, A new method to mitigate data fluctuations for time series prediction, Two-step wavelet-based estimation for Gaussian mixed fractional processes, Discrete wavelet packet transform based discriminant analysis for whole genome sequences, Wavelet variance ratio cointegration test and wavestrapping, Estimation methods for the LRD parameter under a change in the mean, Tempered fractional Brownian motion: wavelet estimation, modeling and testing, Multiresolution wavelet analysis of noisy datasets with different measures for decomposition coefficients, Improving model performance with the integrated wavelet denoising method, Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area, Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach, Wavelet eigenvalue regression in high dimensions, Asymptotic normality of wavelet estimators of the memory parameter for linear processes, Pattern Recognition of Time Series using Wavelets
