Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/22788
Título: | The continuous wavelet transform : moving beyond uni and bivariate analysis |
Autor(es): | Conraria, Luís Aguiar Soares, M. J. |
Palavras-chave: | Continuous wavelet transform Wavelet coherency Partial wavelet coherency Multiple wavelet coherency Wavelet partial phase-diference Economic fluctuations. Wavelet partial phase-difference |
Data: | 2014 |
Editora: | Wiley |
Revista: | Journal of Economic Surveys |
Resumo(s): | A body of work using the continuous wavelet transform has been growing. We provide a self- contained summary on its most relevant theoretical results, describe how such transforms can be implemented in practice, and generalize the concept of simple coherency to partial wavelet coherency and multiple wavelet coherency, moving beyond bivariate analysis. We also describe a new family of wavelets, the generalized Morse wavelets, which have some desirable properties. A user-friendly toolbox, with examples, is attached to this paper. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/22788 |
DOI: | 10.1111/joes.12012 |
ISSN: | 0950-0804 |
Versão da editora: | http://eu.wiley.com/WileyCDA/WileyTitle/productCd-JOES.html |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | DMA - Artigos (Papers) NIPE - Artigos em Revistas de Circulação Internacional com Arbitragem Científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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JES_2012_12_05.pdf Acesso restrito! | The Continuous Wavelet Transform | 1,41 MB | Adobe PDF | Ver/Abrir |