wmtsa
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Wmtsa
Cited in
(only showing first 100 items - show all)- Estimation of Hurst exponent revisited
- Wavelet based time-varying vector autoregressive modelling
- Discrimination of locally stationary time series using wavelets
- Wavelet analysis of stock returns and aggregate economic activity
- Multiscale spectral analysis for detecting short and long range change points in time series
- Wavelet transforms applied to irregularly sampled soil data
- Practical powerful wavelet packet tests for second-order stationarity
- LASS
- Hölder exponent spectra for human gait
- Scaling properties of foreign exchange volatility
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
- A wavelet based approach to measure and manage contagion at different time scales
- 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
- LabVIEW
- Macrofinancial imbalances in historical perspective: a global crisis index
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment
- CAViaR
- Advances in artificial neural networks -- methodological development and application
- Classification tree methods for panel data using wavelet-transformed time series
- Grouped variable importance with random forests and application to multiple functional data analysis
- WaveThresh4
- wavelets
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
- Short-run electricity load forecasting with combinations of stationary wavelet transforms
- A generalized ARFIMA model with smooth transition fractional integration parameter
- Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents
- Multiresolution analysis of S\&P500 time series
- The scale of predictability
- Wavelet-based clustering of sea level records
- Directed wavelet covariance
- wavethresh
- Haar wavelet-based technique for sharp jumps classification
- The spectra and periodograms of anti-correlated discrete fractional Gaussian noise
- Measuring anti-correlations in the nordic electricity spot market by wavelets
- Adlift
- De-noising option prices with the wavelet method
- A particle swarm algorithm with broad applicability in shape-constrained estimation
- A wavelet-based approach to test for financial market contagion
- Comparing non-stationary and irregularly spaced time series
- Measuring business cycles: a wavelet analysis of economic time series
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise
- Expectiles for subordinated Gaussian processes with applications
- Automatic wavelet base selection and its application to contrast enhancement
- Wavelet-based option pricing: an empirical study
- MODWT-ARMA model for time series prediction
- Waveslim
- Temporal pattern in Corinth rift seismicity revealed by visibility graph analysis
- nlt
- Bayesian wavelet-packet historical functional linear models
- Interval forecasts based on regression trees for streaming data
- Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
- SLEX
- ANFIS
- Wavelet multidimensional scaling analysis of European economic sentiment indicators
- Applied spectral analysis
- Jumpshot
- The finite sample behavior of the 0-1 test for chaos
- Analysis of shares frequency components on daily value-at-risk in emerging and developed markets
- Non-stationary time series and the robustness of circadian rhythms
- Indirect inference in fractional short-term interest rate diffusions
- Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study
- astsa
- Estimation of long-range dependence in gappy Gaussian time series
- WaveD
- FinTS
- haarfisz
- itsmr
- longmemo
- clv
- Wavelet frequency domain approach for statistical modeling of rainfall time-series data
- Discrete wavelet packet transform based discriminant analysis for whole genome sequences
- Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons
- superMDS
- sapa
- Nonparametric estimation to reconstruct the deformation history of an active fold in the Caspian Basin
- wavemulcor
- S+WAVELETS
- unbalhaar
- The influence of power law distributions on long-range trial dependency of response times
- Wavelet-based detection of outliers in financial time series
- A nonparametric regression cross spectrum for multivariate time series
- Wavelet-based prediction of oil prices
- A wavelet-based spectral procedure for steady-state simulation analysis
- A wavelet Whittle estimator of generalized long-memory stochastic volatility
- Estimators of long-memory: Fourier versus wavelets
- Wavelet-based fuzzy clustering of time series
- dvfBm
- fractaldim
- PARAVER
- SVM
- Amplitude and phase synchronization of European business cycles: a wavelet approach
- Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
- Estimation of long memory in volatility using wavelets
- Time-varying persistence of inflation: evidence from a wavelet-based approach
- Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis
- A wavelet-based variance ratio unit root test for a system of equations
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