The following pages link to (Q4488348):
Displaying 50 items.
- wmtsa (Q36026) (← links)
- A wavelet-based tool for studying non-periodicity (Q85553) (← links)
- Differentiating intraday seasonalities through wavelet multi-scaling (Q88369) (← links)
- Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- A wavelet Whittle estimator of generalized long-memory stochastic volatility (Q261551) (← links)
- Wavelet-based fuzzy clustering of time series (Q263287) (← links)
- Reservoir description with integrated multiwell data using two-dimensional wavelets (Q359938) (← links)
- Heart rate variability during high-intensity exercise (Q394433) (← links)
- Discrete wavelet entropy aided detection of abrupt change: A case study in the Haihe river basin, China (Q406110) (← links)
- On asymptotically optimal wavelet estimation of trend functions under long-range dependence (Q408094) (← links)
- \(M\)-estimation of wavelet variance (Q421382) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends (Q439160) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- On classification of PDZ domains: a computational study (Q473641) (← links)
- Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
- Minimum classification error learning for sequential data in the wavelet domain (Q609117) (← links)
- Hierarchical Bayes models for response time data (Q615665) (← links)
- Framelet analysis of some geometrical illusions (Q623718) (← links)
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
- Hierarchical wavelet modelling of environmental sensor data (Q642204) (← links)
- Entropy-based method of choosing the decomposition level in wavelet threshold de-noising (Q657473) (← links)
- Uncertainty analysis of decomposition level choice in wavelet threshold de-noising (Q657509) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Wavelet-based feature extraction using probabilistic finite state automata for pattern classification (Q716361) (← links)
- Stationarizing two classes of nonstationary processes by wavelet (Q719974) (← links)
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- Wavelet packet transform-based robust video watermarking technique (Q746418) (← links)
- Short-window spectral analysis using AMVAR and multitaper methods: a comparison (Q843252) (← links)
- Entropy-based wavelet de-noising method for time series analysis (Q845446) (← links)
- Wavelet variance analysis for gappy time series (Q907025) (← links)
- On particle trajectories in restricted 3-body problem including the effect of radiation: Sun-Jupiter system (Q931462) (← links)
- Dimension reduction in functional regression with applications (Q959326) (← links)
- Bayesian multiscale feature detection of log-spectral densities (Q961849) (← links)
- Wavelet methods in statistics: some recent developments and their applications (Q975559) (← links)
- A tutorial on nonlinear time-series data mining in engineering asset health and reliability prediction: concepts, models, and algorithms (Q980563) (← links)
- Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces (Q984604) (← links)
- Real time estimation in local polynomial regression, with application to trend-cycle analysis (Q999677) (← links)
- Estimation of Hurst exponent revisited (Q1020115) (← links)
- Wavelet based time-varying vector autoregressive modelling (Q1020686) (← links)
- Discrimination of locally stationary time series using wavelets (Q1020891) (← links)
- Wavelet analysis of stock returns and aggregate economic activity (Q1023637) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Scaling properties of foreign exchange volatility (Q1588872) (← links)
- Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals (Q1615213) (← links)
- On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method (Q1615242) (← links)
- On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points (Q1619832) (← links)
- Interest rate spreads and output: a time scale decomposition analysis using wavelets (Q1623529) (← links)
- Wavelet neural network model for yield spread forecasting (Q1649065) (← links)
