Practical powerful wavelet packet tests for second-order stationarity
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Publication:108016
DOI10.1016/j.acha.2016.06.006zbMath1387.62099OpenAlexW2475192929MaRDI QIDQ108016
Alessandro Cardinali, Alessandro Cardinali, Guy P. Nason
Publication date: May 2018
Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10026.1/12910
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)
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Uses Software
Cites Work
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