White noise testing using wavelets
From MaRDI portal
Cites work
- A theory for multiresolution signal decomposition: the wavelet representation
- A wavelet-based test for stationarity
- Asymptotic Decorrelation of Between-Scale Wavelet Coefficients
- Asymptotic spectral theory for nonlinear time series
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 3115405 (Why is no real title available?)
- scientific article; zbMATH DE number 5129990 (Why is no real title available?)
- scientific article; zbMATH DE number 1313655 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1380579 (Why is no real title available?)
- scientific article; zbMATH DE number 3093751 (Why is no real title available?)
- On a measure of lack of fit in time series models
- Posterior Probability Intervals for Wavelet Thresholding
- Robust adaptive rate-optimal testing for the white noise hypothesis
- Some new methods for wavelet density estimation
- SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
- Ten Lectures on Wavelets
- Testing That a Dependent Process Is Uncorrelated
- Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
- The empirical distribution of Fourier coefficients
- The periodogram at the Fourier frequencies
- The periodogram of an i.i.d. sequence.
- Time series: theory and methods.
- Wavelet methods in statistics with R
This page was built for publication: White noise testing using wavelets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6537811)