wmtsa
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Software:36026
swMATH24268MaRDI QIDQ36026FDOQ36026
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Source code repository: https://github.com/cran/wmtsa
Cited In (only showing first 100 items - show all)
- A wavelet based approach to measure and manage contagion at different time scales
- Grouped variable importance with random forests and application to multiple functional data analysis
- Wavelet-based fuzzy clustering of time series
- Wavelet-based prediction of oil prices
- Wavelet methods in statistics with R
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence
- Application of continuous wavelet transform in examining soil spatial variation: a review
- Bayesian multiscale feature detection of log-spectral densities
- Wavelet variance analysis for gappy time series
- \(M\)-estimation of wavelet variance
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends
- Estimation of Hurst exponent revisited
- Wavelet-based multi-resolution GARCH model for financial spillover effects
- Fuzzy clustering of time series in the frequency domain
- A wavelet-based approach to test for financial market contagion
- Discrimination of locally stationary time series using wavelets
- Wavelet transforms applied to irregularly sampled soil data
- Transfer function models with time-varying coefficients
- Testing for spurious and cointegrated regressions: A wavelet approach
- The finite sample behavior of the 0-1 test for chaos
- Dimension reduction in functional regression with applications
- Stock data clustering and multiscale trend detection
- A wavelet-based approach for modelling exchange rates
- Stationarizing two classes of nonstationary processes by wavelet
- Long-run wavelet-based correlation for financial time series
- Multiresolution analysis of S\&P500 time series
- Expectiles for subordinated Gaussian processes with applications
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
- Estimators of long-memory: Fourier versus wavelets
- Scaling properties of foreign exchange volatility
- Wavelet-based feature extraction using probabilistic finite state automata for pattern classification
- Minimum classification error learning for sequential data in the wavelet domain
- Estimation of long-range dependence in gappy Gaussian time series
- Multivariate denoising using wavelets and principal component analysis
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
- Hierarchical Bayes models for response time data
- A nonparametric regression cross spectrum for multivariate time series
- Modeling and forecasting exchange rate volatility in time-frequency domain
- Heart rate variability during high-intensity exercise
- Real time estimation in local polynomial regression, with application to trend-cycle analysis
- Wavelet methods in statistics: some recent developments and their applications
- Framelet analysis of some geometrical illusions
- Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces
- Practical powerful wavelet packet tests for second-order stationarity
- Time-varying autoregressive conditional duration model
- A tutorial on nonlinear time-series data mining in engineering asset health and reliability prediction: concepts, models, and algorithms
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting
- Indirect inference in fractional short-term interest rate diffusions
- Confidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample size
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Time-localized wavelet multiple regression and correlation
- Differentiating intraday seasonalities through wavelet multi-scaling
- Hierarchical wavelet modelling of environmental sensor data
- Reservoir description with integrated multiwell data using two-dimensional wavelets
- Estimation of long memory in volatility using wavelets
- Estimators of fractal dimension: assessing the roughness of time series and spatial data
- Wavelet based time-varying vector autoregressive modelling
- Model-based clustering of probability density functions
- Spectral estimation for locally stationary time series with missing observations
- A wavelet-based spectral procedure for steady-state simulation analysis
- Wavelets-based clustering of multivariate time series
- Online wavelet-based density estimation for non-stationary streaming data
- De-noising option prices with the wavelet method
- Wavelet-based estimation for multivariate stable laws
- A wavelet Whittle estimator of generalized long-memory stochastic volatility
- Wavelet analysis of stock returns and aggregate economic activity
- Multi-scale tests for serial correlation
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study
- Wavelet frequency domain approach for statistical modeling of rainfall time-series data
- Applied spectral analysis
- The influence of power law distributions on long-range trial dependency of response times
- Measuring business cycles: a wavelet analysis of economic time series
- Cross-validated wavelet shrinkage
- Gold price dynamics and the role of uncertainty
- MODWT-ARMA model for time series prediction
- A Wavelet Based Multi Scale VaR Model for Agricultural Market
- The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
- Advances in artificial neural networks -- methodological development and application
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
- The scale of predictability
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
- Comparing non-stationary and irregularly spaced time series
- Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons
- Wavelet-based clustering of sea level records
- Forecasting drought using neural network approaches with transformed time series data
- Two preprocessing algorithms for climate time series
- Short-window spectral analysis using AMVAR and multitaper methods: a comparison
- Pattern recognition methods for advanced stochastic protein sequence analysis using HMMs
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
- Interest rate spreads and output: a time scale decomposition analysis using wavelets
- Temporal pattern in Corinth rift seismicity revealed by visibility graph analysis
- On simple wavelet estimators of random signals and their small-sample properties
- Short-run electricity load forecasting with combinations of stationary wavelet transforms
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend
- Comment on testing for spurious and cointegrated regressions: a wavelet approach
- Recovering cointegration via wavelets in the presence of non-linear patterns
- The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
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