Time Series and Wavelet Analysis

Edited by Chang Chiann (), Aluisio de Souza Pinheiro () and Clélia Maria Castro Toloi ()

in Springer Books from Springer

Date: 2024
ISBN: 978-3-031-66398-7
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Chapters in this book:

Analysis of High-Frequency Seasonal Time Series

Ruey S. Tsay

Stochastic Volatility with Feedback

David S. Stoffer

Structural Breaks and Common Factors

Antonio Montañés and Esther Ruiz

A Note About Calibration Tests for VaR and ES

Luiz Hotta, Carlos Trucíos and Mauricio Zevallos

Dynamic Ordering Learning in Multivariate Forecasting

Bruno P. C. Levy and Hedibert F. Lopes

A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Estimation

J. Stein, A. V. Medino, R. M. de Souza and S. R. C. Lopes

Does the Private Database Help to Explain Brazilian Inflation?

Emerson Marçal, Pedro L. Valls Pereira and Diogo de Prince

Identifiability and Whittle Estimation of Periodic ARMA Models

Alessandro J. Q. Sarnaglia, Valdério A. Reisen, Pascal Bondon, Carlo C. Solci and Márton Ispány

Dynamic Factor Copulas for Minimum-CVaR Portfolio Optimization

Gustavo Alovisi and Flavio A. Ziegelmann

Does White Noise Dream of Square Waves? A Matching Pursuit Conundrum

Peter F. Craigmile, Donald B. Percival and Barry G. Quinn

Robust Wavelet-Based Assessment of Scaling with Applications

Erin K. Hamilton, Seonghye Jeon, Pepa Ramírez Cobo, Kichun Sky Lee, Raymond J. Hinton and Brani Vidakovic

An Overview of Spectral Graph Wavelets

Rodney Fonseca

Statistical Inferences on Brain Functional Networks Using Graph Theory and Multivariate Wavestrapping: An fNIRS Hyperscanning Illustration

Amanda Yumi Ambriola Oku and João Ricardo Sato

Utilizing Wavelet Transform in the Analysis of Scaling Dynamics for Milk Quality Evaluation

Devon Maywald and Dixon Vimalajeewa

Wavelet Estimation of Nonstationary Spatial Covariance Function

Yangyang Chen, Pedro A. Morettin, Ronaldo Dias and Chang Chiann

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DOI: 10.1007/978-3-031-66398-7

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