Comparing non-stationary and irregularly spaced time series
From MaRDI portal
Publication:1927173
DOI10.1016/j.csda.2012.05.022zbMath1255.62281OpenAlexW1990801286MaRDI QIDQ1927173
Gladys E. Salcedo, Rogério F. Porto, Pedro Alberto Morettin
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.05.022
hypothesis testingmultiresolution approximationdistributions of quadratic formslocally stationary wavelet processes
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Polarization of forecast densities: a new approach to time series classification ⋮ A computational technique to classify several fractional Brownian motion processes ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ Robust tests for time series comparison based on Laplace periodograms
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Calculating the density and distribution function for the singly and doubly noncentral \(F\)
- Wavelet regression with correlated errors on a piecewise Hölder class
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- A test for a difference between spectral peak frequencies.
- Clusters of time series
- Comparison of non-stationary time series in the frequency domain
- Regression in random design and warped wavelets
- Wavelet shrinkage for nonequispaced samples
- Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
- Large-sample tests of homogeneity for time series models
- A theory for multiresolution signal decomposition: the wavelet representation
- A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes
- Nonparametric Comparison of Cumulative Periodograms
- Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
- Computing the distribution of quadratic forms in normal variables
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS
This page was built for publication: Comparing non-stationary and irregularly spaced time series
