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BootWPTOS

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Software:35574
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swMATH23807CRANBootWPTOSMaRDI QIDQ35574

Test Stationarity using Bootstrap Wavelet Packet Tests

Guy P. Nason, Alessandro Cardinali

Last update: 20 May 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2.1

Source code repository: https://github.com/cran/BootWPTOS


Cites work

  • Practical powerful wavelet packet tests for second-order stationarity


Described by source

  • Practical powerful wavelet packet tests for second-order stationarity


Related Items (7)

An integrate-and-fire model to generate spike trains with long-range dependence ⋮ Case study: shipping trend estimation and prediction via multiscale variance stabilisation ⋮ The local partial autocorrelation function and some applications ⋮ Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting ⋮ The locally stationary dual-tree complex wavelet model ⋮ Wavelet multidimensional scaling analysis of European economic sentiment indicators ⋮ Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series


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This page was last edited on 5 March 2024, at 20:40.
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