wmtsa

swMATH24268MaRDI QIDQ36026FDOQ36026

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Official website: https://cran.r-project.org/web/packages/wmtsa/index.html

Source code repository: https://github.com/cran/wmtsa

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 methods in statistics with R
• On asymptotically optimal wavelet estimation of trend functions under long-range dependence
• Bayesian multiscale feature detection of log-spectral densities
• \(M\)-estimation of wavelet variance
• Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends
• Estimation of Hurst exponent revisited
• 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
• 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
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
• Estimators of long-memory: Fourier versus wavelets
• Modeling and forecasting exchange rate volatility in time-frequency domain
• Heart rate variability during high-intensity exercise
• Wavelet methods in statistics: some recent developments and their applications
• CAViaR
• LabVIEW
• WaveThresh4
• wavelets
• wavethresh
• Adlift
• nlt
• Waveslim
• ANFIS
• SLEX
• Jumpshot
• astsa
• FinTS
• clv
• haarfisz
• itsmr
• longmemo
• WaveD
• sapa
• superMDS
• S+WAVELETS
• unbalhaar
• wavemulcor
• dvfBm
• fractaldim
• PARAVER
• SimTB
• SVM
• OSET
• ggmcmc
• SOWAS
• LS2W
• BootWPTOS
• ASAP3
• ESMERALDA
• reccv
• SimEstFBM
• WMTSA
• SiZer
• rwt
• vbdcast
• Practical powerful wavelet packet tests for second-order stationarity
• Indirect inference in fractional short-term interest rate diffusions
• Multifractal
• biwavelet
• 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
• Time-localized wavelet multiple regression and correlation
• Differentiating intraday seasonalities through wavelet multi-scaling
• Reservoir description with integrated multiwell data using two-dimensional wavelets
• Estimators of fractal dimension: assessing the roughness of time series and spatial data
• 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
• Cross-validated wavelet shrinkage
• Wavelet-based prediction of oil prices
• Advances in artificial neural networks -- methodological development and application
• Application of continuous wavelet transform in examining soil spatial variation: a review
• On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method
• Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
• Comparing non-stationary and irregularly spaced time series
• Wavelet variance analysis for gappy time series
• Wavelet-based clustering of sea level records
• Short-window spectral analysis using AMVAR and multitaper methods: a comparison
• Pattern recognition methods for advanced stochastic protein sequence analysis using HMMs
• Wavelet-based multi-resolution GARCH model for financial spillover effects
• 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
• Wavelet transforms applied to irregularly sampled soil data
• Wavelet-based methods for high-frequency lead-lag analysis
• Short-run electricity load forecasting with combinations of stationary wavelet transforms

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