Visualization and inference based on wavelet coefficients, SiZer and SiNos

DOI10.1016/j.csda.2006.11.037zbMath1445.62236OpenAlexW4301217287MaRDI QIDQ1020702

Fred Godtliebsen, Murad S. Taqqu, Stilian A. Stoev, Cheol-Woo Park, James Stephen Marron

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17615/6ctn-0054

zbMATH Keywords

SiZertime serieslong-range dependencenon-stationaritywavelet coefficientsinternet trafficscale-space methodSiNos

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (8)

SiZer Inference for Varying Coefficient Models ⋮ Nonparametric estimation of a log-variance function in scale-space ⋮ Statistical Scale Space Methods ⋮ Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context ⋮ Theoretical investigation of an exploratory approach for log-density in scale-space ⋮ An exploratory data analysis in scale-space for interval-valued data ⋮ A Scale‐space Approach for Detecting Non‐stationarities in Time Series ⋮ Multiscale spectral analysis for detecting short and long range change points in time series

Uses Software

• LASS
• longmemo
• SiZer

Cites Work

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• A wavelet-based joint estimator of the parameters of long-range dependence
• Long-Run Linearity, Locally Gaussian Process, H-Spectra and Infinite Variances
• Advanced Distribution Theory for SiZer
• Wavelet estimator of long-range dependent processes.

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