The following pages link to (Q3503416):
Displaying 50 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- Signal estimation using wavelet analysis of solution monitoring data for nuclear safeguards (Q402297) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Wavelets in functional data analysis: estimation of multidimensional curves and their derivatives (Q434909) (← links)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Asymptotic properties of a component-wise ARH(1) plug-in predictor (Q511989) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Wavelet-domain regression and predictive inference in psychiatric neuroimaging (Q746704) (← links)
- Exact conditioning of Gaussian fields on wavelet coefficients (Q888353) (← links)
- Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring (Q1660173) (← links)
- Wavelet-based scalar-on-function finite mixture regression models (Q1660192) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Multivariate locally stationary 2D wavelet processes with application to colour texture analysis (Q1703830) (← links)
- Time-varying cointegration model using wavelets (Q1726797) (← links)
- Wavelet analysis of big data contaminated by large noise in an fMRI study of neuroplasticity (Q1739346) (← links)
- Shape-preserving wavelet-based multivariate density estimation (Q1795568) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- Bayesian wavelet-packet historical functional linear models (Q2029100) (← links)
- Wavelet multidimensional scaling analysis of European economic sentiment indicators (Q2075717) (← links)
- Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
- Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) (← links)
- Pointwise wavelet change-points estimation for dependent biased sample (Q2186933) (← links)
- Identification of spikes in time series (Q2192291) (← links)
- Wavelet spectral testing: application to nonstationary circadian rhythms (Q2281228) (← links)
- Wavelet thresholding in fixed design regression for Gaussian random fields (Q2338566) (← links)
- Wavelet-based gradient boosting (Q2631350) (← links)
- Wavelet change-point estimation for the density based on biased sample (Q2656100) (← links)
- Local Covariance Estimation Using Costationarity (Q2787357) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- Wavelet analysis of uniformly time-modulated processes (Q4563516) (← links)
- Wavelet estimation of functional coefficient regression models (Q4603598) (← links)
- Minimax wavelet estimation for multisample heteroscedastic nonparametric regression (Q4634451) (← links)
- Functional Regression for Densely Observed Data With Novel Regularization (Q5066432) (← links)
- A Bayesian approach to wavelet-based modelling of discontinuous functions applied to inverse problems (Q5087931) (← links)
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
- Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths (Q5177971) (← links)
- On simple wavelet estimators of random signals and their small-sample properties (Q5220912) (← links)
- A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series (Q5222505) (← links)
- Bayesian wavelet shrinkage with logistic prior (Q5867492) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
- Microbiome Subcommunity Learning with Logistic-Tree Normal Latent Dirichlet Allocation (Q6079716) (← links)
- Modeling Spiky Functional Data With Derivatives of Smooth Functions in Function-on-Function Regression (Q6086166) (← links)
- Analysis of wildfires and their extremes via spatial quantile autoregressive model (Q6100562) (← links)
- A test for the absence of aliasing or white noise in two-dimensional locally stationary wavelet processes (Q6117019) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)
- Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss (Q6164854) (← links)
