Thick Pen Transformation for Time Series

DOI10.1111/j.1467-9868.2011.00773.xzbMath1226.62077OpenAlexW2273152654MaRDI QIDQ3100683

Hee-Seok Oh, Piotr Fryzlewicz

Publication date: 21 November 2011

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/37663/

zbMATH Keywords

multiscalenon-stationary time seriestesting for stationaritytime series dependence measurestime series visualization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Graphical methods in statistics (62A09)

Related Items (6)

Identifying local smoothness for spatially inhomogeneous functions ⋮ Statistical Scale Space Methods ⋮ Peaks, gaps, and time‐reversibility of economic time series ⋮ Zero-inflated time series clustering via ensemble thick-pen transform ⋮ Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously ⋮ Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously

Uses Software

• R
• WaveThresh4
• wavethresh

Cites Work

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