BootWPTOS

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Test Stationarity using Bootstrap Wavelet Packet Tests

G. P. Nason, Alessandro Cardinali

Last update: 20 May 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2.1

Source code repository: https://github.com/cran/BootWPTOS

Cites work

• Practical powerful wavelet packet tests for second-order stationarity

Described by source

• Practical powerful wavelet packet tests for second-order stationarity

Cited In (7)

• Locally stationary wavelet packet processes: basis selection and model fitting
• Case study: shipping trend estimation and prediction via multiscale variance stabilisation
• The local partial autocorrelation function and some applications
• Wavelet multidimensional scaling analysis of European economic sentiment indicators
• The locally stationary dual-tree complex wavelet model
• An integrate-and-fire model to generate spike trains with long-range dependence
• Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series

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