wv

MaRDI QIDQ64003CRANFDO

Authors Justin Lee, James Balamuta, Stéphane Guerrier, Yuming Zhang, Roberto Molinari, Mucyo Karemera

Last update 31 August 2023

Copyright license GNU Affero General Public License, version 3.0

Software version identifier 0.1.1, 0.1.0, 0.1.2

Description

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.

Cites work

• Wavelet Variance for Random Fields: an M-Estimation Framework
• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series

Cited in

(1)

• gmwmx

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