wmtsa

swMATH24268MaRDI QIDQ36026FDOQ36026

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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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