wmtsa

R package wmtsa: Wavelet Methods for Time Series Analysis. Software to book Wavelet Methods for Time Series Analysis, Donald B. Percival and Andrew T. Walden, Cambridge University Press, 2000.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 120 articles , 1 standard article )

Showing results 1 to 20 of 120.
Sorted by year (citations)

1 2 3 4 5 6 next

  1. Craigmile, Peter F.; Mondal, Debashis: Estimation of long-range dependence in gappy Gaussian time series (2020)
  2. Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, Claudio: The scale of predictability (2019)
  3. Beckmann, Joscha; Berger, Theo; Czudaj, Robert: Gold price dynamics and the role of uncertainty (2019)
  4. Bu, Di; Liao, Yin; Shi, Jing; Peng, Hongfeng: Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (2019)
  5. Huang, Hsin-Hsiung; Girimurugan, Senthil Balaji: Discrete wavelet packet transform based discriminant analysis for whole genome sequences (2019)
  6. Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya: Wavelet-based option pricing: an empirical study (2019)
  7. Samejima, Kim; Morettin, Pedro A.; Sato, João Ricardo: Directed wavelet covariance (2019)
  8. Zhang, Yue-Jun; Li, Shu-Hui: The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (2019)
  9. Berger, Theo; Gençay, Ramazan: Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (2018)
  10. Bessec, Marie; Fouquau, Julien: Short-run electricity load forecasting with combinations of stationary wavelet transforms (2018)
  11. Boubaker, Heni: A generalized ARFIMA model with smooth transition fractional integration parameter (2018)
  12. Cardinali, Alessandro; Nason, Guy P.: Practical powerful wavelet packet tests for second-order stationarity (2018)
  13. Conlon, Thomas; Cotter, John; Gençay, Ramazan: Long-run wavelet-based correlation for financial time series (2018)
  14. Gallegati, Marco; Delli Gatti, Domenico: Macrofinancial imbalances in historical perspective: a global crisis index (2018)
  15. Hayashi, Takaki; Koike, Yuta: Wavelet-based methods for high-frequency lead-lag analysis (2018)
  16. Keylock, Christopher J.: Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (2018)
  17. Kılıç, Deniz Kenan; Uğur, Ömür: Multiresolution analysis of S&P500 time series (2018)
  18. Zhao, Xin; Barber, Stuart; Taylor, Charles C.; Milan, Zoka: Classification tree methods for panel data using wavelet-transformed time series (2018)
  19. Jach, Agnieszka; Kokoszka, Piotr: Wavelet semi-parametric inference for long memory in volatility in the presence of a trend (2017)
  20. Li, Meiyu; Gençay, Ramazan: Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (2017)

1 2 3 4 5 6 next