Pages that link to "Item:Q1365180"
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The following pages link to The wavelet detection of hidden periodicities in time series (Q1365180):
Displaying 17 items.
- On testing for the presence of hidden periodicities in time series (Q891961) (← links)
- Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum (Q1017093) (← links)
- The wavelet detection of the jump and cusp points of a regression function (Q1582574) (← links)
- Detection of the jump points of a heteroscedastic regression model by wavelets (Q1594866) (← links)
- Estimation of spectral density for seasonal time series models (Q1771287) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction (Q2259801) (← links)
- Computation of periodogram using a jackknife procedure and its applications (Q2751301) (← links)
- Wavelet estimation for hidden periodic components in spatial series (Q2842093) (← links)
- Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra (Q2930885) (← links)
- (Q3642327) (← links)
- AN ALTERNATIVE CONSISTENT PROCEDURE FOR DETECTING HIDDEN FREQUENCIES (Q3833470) (← links)
- A SIMPLE TEST FOR HIDDEN PERIODICITY IN TIME SERIES DATA (Q4375313) (← links)
- (Q4408018) (← links)
- Multiresolution approximation for volatility processes (Q4646772) (← links)
- Using Wavelets for the Detection of Discrete Events in Time Series of Hybrid Systems (Q4707401) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)
