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Volumn 1605, Issue , 2014, Pages 798-804
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A study of stationarity in time series by using wavelet transform
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Author keywords
autocorrelation function; Discrete wavelet transform; stationarity
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Indexed keywords
CULTIVATION;
FINANCIAL DATA PROCESSING;
SUSTAINABLE DEVELOPMENT;
TIME SERIES;
AUTOCORRELATION FUNCTIONS;
DISCRETE APPROXIMATION;
FINANCIAL TIME SERIES;
HAAR FUNCTIONS;
MEYER WAVELET;
NONSTATIONARY;
STATIONARITY;
UNIT ROOT TESTS;
DISCRETE WAVELET TRANSFORMS;
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EID: 84904657970
PISSN: 0094243X
EISSN: 15517616
Source Type: Conference Proceeding
DOI: 10.1063/1.4887692 Document Type: Conference Paper |
Times cited : (5)
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References (10)
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