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-...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2018-01-01
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| Series: | ITM Web of Conferences |
| Online Access: | https://doi.org/10.1051/itmconf/20181601002 |