Cited in
(only showing first 100 items - show all)- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study
- Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
- Wavelet frequency domain approach for statistical modeling of rainfall time-series data
- 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
- Applied spectral analysis
- Measuring business cycles: a wavelet analysis of economic time series
- The influence of power law distributions on long-range trial dependency of response times
- Wavelet-based fuzzy clustering of time series
- Cross-validated wavelet shrinkage
- MODWT-ARMA model for time series prediction
- Wavelet-based prediction of oil prices
- Gold price dynamics and the role of uncertainty
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence
- Wavelet methods in statistics with R
- Advances in artificial neural networks -- methodological development and application
- A Wavelet Based Multi Scale VaR Model for Agricultural Market
- Application of continuous wavelet transform in examining soil spatial variation: a review
- The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
- Bayesian multiscale feature detection of log-spectral densities
- 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
- \(M\)-estimation of wavelet variance
- Wavelet variance analysis for gappy time series
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends
- Comparing non-stationary and irregularly spaced time series
- Wavelet-based clustering of sea level records
- Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons
- Short-window spectral analysis using AMVAR and multitaper methods: a comparison
- Pattern recognition methods for advanced stochastic protein sequence analysis using HMMs
- Estimation of Hurst exponent revisited
- Wavelet-based multi-resolution GARCH model for financial spillover effects
- Fuzzy clustering of time series in the frequency domain
- DDHFm
- CVThresh
- Forecasting drought using neural network approaches with transformed time series data
- Two preprocessing algorithms for climate time series
- 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
- A wavelet-based approach to test for financial market contagion
- Discrimination of locally stationary time series using wavelets
- SpherWave
- Temporal pattern in Corinth rift seismicity revealed by visibility graph analysis
- Transfer function models with time-varying coefficients
- Wavelet transforms applied to irregularly sampled soil data
- Short-run electricity load forecasting with combinations of stationary wavelet transforms
- Wavelet-based methods for high-frequency lead-lag analysis
- On simple wavelet estimators of random signals and their small-sample properties
- On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators
- Wavelet semi-parametric inference for long memory in volatility in the presence of a trend
- The finite sample behavior of the 0-1 test for chaos
- Stock data clustering and multiscale trend detection
- Testing for spurious and cointegrated regressions: A wavelet approach
- Dimension reduction in functional regression with applications
- Recovering cointegration via wavelets in the presence of non-linear patterns
- The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
- 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
- A wavelet-based method for surrogate data generation
- Bayesian wavelet de-noising with the caravan prior
- A multivariate descriptor method for change-point detection in nonlinear time series
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
- A generalized demodulation approach to time-frequency projections for multicomponent signals
- Bayesian wavelet-packet historical functional linear models
- Estimators of long-memory: Fourier versus wavelets
- Hölder exponent spectra for human gait
- Scaling properties of foreign exchange volatility
- Wavelet-based option pricing: an empirical study
- Wavelet-based feature extraction using probabilistic finite state automata for pattern classification
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation
- Minimum classification error learning for sequential data in the wavelet domain
- Time-varying persistence of inflation: evidence from a wavelet-based approach
- Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
- Interval forecasts based on regression trees for streaming data
- Multivariate denoising using wavelets and principal component analysis
- Estimation of long-range dependence in gappy Gaussian time series
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
- Hierarchical Bayes models for response time data
- LASS
- CAViaR
- LabVIEW
- WaveThresh4
- wavelets
- wavethresh
- Adlift
- nlt
- Waveslim
- ANFIS
- SLEX
- Jumpshot
- astsa
- FinTS
- clv
- haarfisz
- itsmr
- longmemo
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