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.

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References in zbMATH (referenced in 107 articles , 1 standard article )

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  1. Huang, Hsin-Hsiung; Girimurugan, Senthil Balaji: Discrete wavelet packet transform based discriminant analysis for whole genome sequences (2019)
  2. Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya: Wavelet-based option pricing: an empirical study (2019)
  3. Samejima, Kim; Morettin, Pedro A.; Sato, João Ricardo: Directed wavelet covariance (2019)
  4. Berger, Theo; Gençay, Ramazan: Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (2018)
  5. Bessec, Marie; Fouquau, Julien: Short-run electricity load forecasting with combinations of stationary wavelet transforms (2018)
  6. Boubaker, Heni: A generalized ARFIMA model with smooth transition fractional integration parameter (2018)
  7. Cardinali, Alessandro; Nason, Guy P.: Practical powerful wavelet packet tests for second-order stationarity (2018)
  8. Conlon, Thomas; Cotter, John; Gençay, Ramazan: Long-run wavelet-based correlation for financial time series (2018)
  9. Gallegati, Marco; Delli Gatti, Domenico: Macrofinancial imbalances in historical perspective: a global crisis index (2018)
  10. Hayashi, Takaki; Koike, Yuta: Wavelet-based methods for high-frequency lead-lag analysis (2018)
  11. 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)
  12. Kılıç, Deniz Kenan; Uğur, Ömür: Multiresolution analysis of S&P500 time series (2018)
  13. Zhao, Xin; Barber, Stuart; Taylor, Charles C.; Milan, Zoka: Classification tree methods for panel data using wavelet-transformed time series (2018)
  14. Li, Meiyu; Gençay, Ramazan: Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (2017)
  15. Barbosa, S. M.; Gouveia, S.; Scotto, M. G.; Alonso, A. M.: Wavelet-based clustering of sea level records (2016)
  16. Barunik, Jozef; Krehlik, Tomas; Vacha, Lukas: Modeling and forecasting exchange rate volatility in time-frequency domain (2016)
  17. Duchesne, Pierre; Hong, Yongmiao: On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators (2016)
  18. Sánchez-Borrego, I. R.; Soto, J. I.; Rueda, M.; Santos Betancor, I.: Nonparametric estimation to reconstruct the deformation history of an active fold in the Caspian Basin (2016)
  19. Barunik, Jozef; Vacha, Lukas: Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (2015)
  20. Gençay, Ramazan; Signori, Daniele: Multi-scale tests for serial correlation (2015)

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