wmtsa

From MaRDI portal
Software:36026



swMATH24268MaRDI QIDQ36026


No author found.

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




Related Items (only showing first 100 items - show all)

Bayesian wavelet de-noising with the caravan priorThe adaptive normal-hypergeometric-inverted-beta priors for sparse signalsCausal structure among US corn futures and regional cash prices in the time and frequency domainEstimators of long-memory: Fourier versus waveletsThe process of transferring negative impulses in capital markets – a wavelet analysisNonparametric estimation to reconstruct the deformation history of an active fold in the Caspian BasinA novel wavelet artificial neural networks method to predict non-stationary time seriesWavelet semi-parametric inference for long memory in volatility in the presence of a trendAmplitude and phase synchronization of European business cycles: a wavelet approachProductivity and unemployment: a scale-by-scale panel data analysis for the G7 countriesRobust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatilityEstimation of long memory in volatility using waveletsTime-varying persistence of inflation: evidence from a wavelet-based approachMarket concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysisA wavelet-based variance ratio unit root test for a system of equationsThe influence of power law distributions on long-range trial dependency of response timesRecovering cointegration via wavelets in the presence of non-linear patternsLong-memory modeling and forecasting: evidence from the U.S. historical series of inflationTesting for spurious and cointegrated regressions: A wavelet approachTime-varying autoregressive conditional duration modelA multivariate descriptor method for change-point detection in nonlinear time seriesComment on testing for spurious and cointegrated regressions: a wavelet approachRealized wavelet-based estimation of integrated variance and jumps in the presence of noiseWavelet-based detection of outliers in financial time seriesCase study: shipping trend estimation and prediction via multiscale variance stabilisationA nonparametric regression cross spectrum for multivariate time seriesWavelet-based prediction of oil pricesA generalized demodulation approach to time-frequency projections for multicomponent signalsA wavelet-based spectral procedure for steady-state simulation analysisEstimators of fractal dimension: assessing the roughness of time series and spatial dataA Wavelet Based Multi Scale VaR Model for Agricultural MarketOn the wavelet-based simulation of anomalous diffusionWavelet-based estimation for multivariate stable lawsOn simple wavelet estimators of random signals and their small-sample propertiesTesting for structural breaks in the presence of data perturbations: impacts and wavelet-based improvementsOn Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density EstimatorsGold price dynamics and the role of uncertaintyThe impact of investor sentiment on crude oil market risks: evidence from the wavelet approachFractal similarities between the distribution of primes and nucleotides in DNAWavelet frequency domain approach for statistical modeling of rainfall time-series dataDiscrete wavelet packet transform based discriminant analysis for whole genome sequencesUnnamed ItemWavelet-Based Methods for High-Frequency Lead-Lag AnalysisDynamic expected shortfall: a spectral decomposition of tail risk across time horizonsForecasting drought using neural network approaches with transformed time series dataTwo preprocessing algorithms for climate time seriesUnnamed ItemDiscriminant analysis of multivariate time series: application to diagnosis based on ECG signalsOn wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman methodA wavelet based approach to measure and manage contagion at different time scalesOn the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning pointsInterest rate spreads and output: a time scale decomposition analysis using waveletsThe finite sample behavior of the 0-1 test for chaosShort-window spectral analysis using AMVAR and multitaper methods: a comparisonPattern recognition methods for advanced stochastic protein sequence analysis using HMMsModeling and forecasting exchange rate volatility in time-frequency domainMacrofinancial imbalances in historical perspective: a global crisis indexImproving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessmentAnalysis of shares frequency components on daily value-at-risk in emerging and developed marketsAdvances in artificial neural networks -- methodological development and applicationClassification tree methods for panel data using wavelet-transformed time seriesGrouped variable importance with random forests and application to multiple functional data analysisReservoir description with integrated multiwell data using two-dimensional waveletsA wavelet-based method for surrogate data generationModel-based clustering of probability density functionsTests for serial correlation of unknown form in dynamic least squares regression with waveletsMinimum classification error learning for sequential data in the wavelet domainDe-noising option prices with the wavelet methodA particle swarm algorithm with broad applicability in shape-constrained estimationA wavelet-based approach to test for financial market contagionComparing non-stationary and irregularly spaced time seriesHeart rate variability during high-intensity exerciseHierarchical Bayes models for response time dataNon-stationary time series and the robustness of circadian rhythmsMeasuring business cycles: a wavelet analysis of economic time seriesOn asymptotically optimal wavelet estimation of trend functions under long-range dependenceFramelet analysis of some geometrical illusionsConfidence intervals for the Hurst parameter of a fractional Brownian motion based on finite sample sizeShort-run electricity load forecasting with combinations of stationary wavelet transformsEmpirical wavelet analysis of tail and memory properties of LARCH and FIGARCH modelsA generalized ARFIMA model with smooth transition fractional integration parameterWavelets-based clustering of multivariate time series\(M\)-estimation of wavelet varianceOnline wavelet-based density estimation for non-stationary streaming dataGradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponentsIntegrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecastingTransfer function models with time-varying coefficientsHölder exponent spectra for human gaitStock data clustering and multiscale trend detectionWavelet variance analysis for gappy time seriesMultiresolution analysis of S\&P500 time seriesDiscrete variations of the fractional Brownian motion in the presence of outliers and an additive noiseExpectiles for subordinated Gaussian processes with applicationsEstimation and testing for spatially indexed curves with application to ionospheric and magnetic field trendsHierarchical wavelet modelling of environmental sensor dataAutomatic wavelet base selection and its application to contrast enhancementShould structure functions be used to estimate power laws in turbulence? A comparative studyMulti-scale tests for serial correlationOn particle trajectories in restricted 3-body problem including the effect of radiation: Sun-Jupiter systemIndirect inference in fractional short-term interest rate diffusions


This page was built for software: wmtsa