Wavelet Co-movement Significance Testing with Respect to Gaussian White Noise Background

The paper deals with significance testing of time series co-movement measured via wavelet analysis, namely via the wavelet cross-spectra. This technique is very popular for its better time resolution compare to other techniques. Such approach put in evidence the existence of both long-run and short-...

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Bibliographic details
Volume: 16
Main Author: Poměnková, Jitka
Klejmová, Eva
Malach, Tobiáš
Format: Journal Article
Language: English
Place of publication: EDP Sciences 2018-00-00
published in: ITM web of conferences Vol. 16; p. 1002
Editor: Bardis, N
Data of publication: 2018-00-00
ISSN: 2271-2097
EISSN: 2271-2097
Discipline: Computer Science
Online Access: Fulltext
Database: CrossRef
DOAJ Directory of Open Access Journals
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