Time Series and Wavelet Analysis Festschrift in Honor of Pedro A. Morettin /
Prof. Pedro A. Morettin is a Distinguished Professor of Statistics at the Institute of Mathematics and Statistics of the University of São Paulo (IME-USP), where he has built an academic career spanning almost six decades. His work has had a significant impact on Time Series Analysis and Wavelet Sta...
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| Muut tekijät: | , , |
| Aineistotyyppi: | Elektroninen E-kirja |
| Kieli: | englanti |
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Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
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| Painos: | 1st ed. 2024. |
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| Linkit: | https://doi.org/10.1007/978-3-031-66398-7 |
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Sisällysluettelo:
- - Part I Time Series and Econometrics
- Analysis of High-Frequency Seasonal Time Series
- Stochastic Volatility With Feedback
- Structural Breaks and Common Factors
- A Note About Calibration Tests for VaR and ES
- Dynamic Ordering Learning in Multivariate Forecasting
- A Generalization of the Ornstein-Uhlenbeck Process: Theoretical Results, Simulations and Estimation
- Does the Private Database Help to Explain Brazilian Inflation?
- Identifiability and Whittle Estimation of Periodic ARMA Models
- Dynamic Factor Copulas for Minimum-CVaR Portfolio Optimization
- Part II Wavelets
- Does White Noise Dream of Square Waves?: A Matching Pursuit Conundrum
- Robust Wavelet-based Assessment of Scaling with Applications
- An Overview of Spectral Graph Wavelets
- Statistical Inferences on Brain Functional Networks Using Graph Theory and Multivariate Wavestrapping: An fNIRS Hyperscanning Illustration
- UtilizingWavelet Transform in the Analysis of Scaling Dynamics for Milk Quality Evaluation
- Wavelet Estimation of Nonstationary Spatial Covariance Function.