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swMATH19592MaRDI QIDQ31418FDOQ31418

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Cited In (8)

• Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes
• A wavelet lifting approach to long-memory estimation
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis
• On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
• On the stability of unevenly spaced samples for interpolation and quadrature
• Phase space reconstruction for non-uniformly sampled noisy time series
• Least-squares wavelet analysis of unequally spaced and non-stationary time series and its applications

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