The windowed scalogram difference: a novel wavelet tool for comparing time series

DOI10.1016/J.AMC.2017.05.046zbMath1426.37058OpenAlexW2187680230MaRDI QIDQ1740010

Xianqiang Yang

Publication date: 29 April 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2017.05.046

zbMATH Keywords

waveletsscalogramwavelet squared coherence

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Time series analysis of dynamical systems (37M10)

Related Items (1)

Study of the \(q\)-Gaussian distribution with the scale index and calculating entropy by normalized inner scalogram

Cites Work

• Quantile cointegration in the autoregressive distributed-lag modeling framework
• A wavelet-based tool for studying non-periodicity
• Generalized autoregressive conditional heteroscedasticity
• Combining non-cointegration tests
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• An Introduction to Wavelet Theory in Finance
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Quantile Correlations and Quantile Autoregressive Modeling

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