Directed wavelet covariance

DOI10.1016/j.csda.2018.08.026zbMath1469.62137OpenAlexW2890467763MaRDI QIDQ1799873

Kim Samejima, João Ricardo Sato, Pedro Alberto Morettin

Publication date: 19 October 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2018.08.026

zbMATH Keywords

time seriesdirected coherencecross spectrumwavelet covariance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15)

Uses Software

• wmtsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical spectral processes for locally stationary time series
• Partial directed coherence: a new concept in neural structure determination
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
• Detecting abrupt changes in a piecewise locally stationary time series
• On jointly stationary feedback-free stochastic processes

This page was built for publication: Directed wavelet covariance