Time Series and Wavelet Analysis
Editor
- Chang Chiann(University of São Paulo, Department of Statistics, Institute of Mathematics and Statistics)Aluisio de Souza Pinheiro(University of Campinas, Department of Statistics, Institute of Mathematics, Statistics and Scientific Computing)Clélia Maria Castro Toloi(University of São Paulo, Department of Statistics, Institute of Mathematics and Statistics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), 2024. "Time Series and Wavelet Analysis," Springer Books, Springer, number 978-3-031-66398-7, December.
Handle: RePEc:spr:sprbok:978-3-031-66398-7
DOI: 10.1007/978-3-031-66398-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Ruey S. Tsay, 2024. "Analysis of High-Frequency Seasonal Time Series," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 3-26, Springer.
- David S. Stoffer, 2024. "Stochastic Volatility with Feedback," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 27-39, Springer.
- Antonio Montañés & Esther Ruiz, 2024. "Structural Breaks and Common Factors," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 41-58, Springer.
- Luiz Hotta & Carlos Trucíos & Mauricio Zevallos, 2024. "A Note About Calibration Tests for VaR and ES," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 59-80, Springer.
- Bruno P. C. Levy & Hedibert F. Lopes, 2024. "Dynamic Ordering Learning in Multivariate Forecasting," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 81-109, Springer.
- J. Stein & A. V. Medino & R. M. de Souza & S. R. C. Lopes, 2024. "A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Estimation," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 111-132, Springer.
- Emerson Fernandes Marçal & Pedro L. Valls Pereira & Diogo de Prince, 2024. "Does the Private Database Help to Explain Brazilian Inflation?," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 133-148, Springer.
- Alessandro J. Q. Sarnaglia & Valdério A. Reisen & Pascal Bondon & Carlo C. Solci & Márton Ispány, 2024. "Identifiability and Whittle Estimation of Periodic ARMA Models," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 149-173, Springer.
- Gustavo Alovisi & Flavio A. Ziegelmann, 2024. "Dynamic Factor Copulas for Minimum-CVaR Portfolio Optimization," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 175-195, Springer.
- Peter F. Craigmile & Donald B. Percival & Barry G. Quinn, 2024. "Does White Noise Dream of Square Waves? A Matching Pursuit Conundrum," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 199-220, Springer.
- Erin K. Hamilton & Seonghye Jeon & Pepa Ramírez Cobo & Kichun Sky Lee & Raymond J. Hinton Jr. & Brani Vidakovic, 2024. "Robust Wavelet-Based Assessment of Scaling with Applications," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 221-237, Springer.
- Rodney Fonseca, 2024. "An Overview of Spectral Graph Wavelets," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 239-246, Springer.
- Amanda Yumi Ambriola Oku & João Ricardo Sato, 2024. "Statistical Inferences on Brain Functional Networks Using Graph Theory and Multivariate Wavestrapping: An fNIRS Hyperscanning Illustration," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 247-260, Springer.
- Devon Maywald & Dixon Vimalajeewa, 2024. "Utilizing Wavelet Transform in the Analysis of Scaling Dynamics for Milk Quality Evaluation," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 261-279, Springer.
- Yangyang Chen & Pedro A. Morettin & Ronaldo Dias & Chang Chiann, 2024. "Wavelet Estimation of Nonstationary Spatial Covariance Function," Springer Books, in: Chang Chiann & Aluisio de Souza Pinheiro & Clélia Maria Castro Toloi (ed.), Time Series and Wavelet Analysis, pages 281-293, Springer.
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