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Wavelet variances for heavy-tailed time series
R. V. Fonseca, D. Mondal, L. Zhang
Research output
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Contribution to journal
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Article
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peer-review
2
Scopus citations
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Dive into the research topics of 'Wavelet variances for heavy-tailed time series'. Together they form a unique fingerprint.
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Keyphrases
Wavelet Variance
100%
Heavy-tailed Time Series
100%
Short Time Scale
33%
Connecticut
33%
Convergence Rate
33%
Square Root
33%
Seasonal Variation
33%
Illinois
33%
Arizona
33%
Wavelet Analysis
33%
Asymptotic Results
33%
Variability Analysis
33%
Long-range Dependence
33%
Streamflow
33%
Characteristic Timescales
33%
Hurst Exponent
33%
Local Characteristics
33%
Streamflow Variability
33%
Tail Heaviness
33%
Infinite Fourth Moment
33%
Heavy Rainfall
33%
Mathematics
Variance
100%
Asymptotics
100%
Wavelet
100%
Stream Flow
40%
Square Root
20%
Characteristic Time
20%
Annual Variation
20%
Range Dependence
20%
Hurst-Exponent
20%
Wavelet Analysis
20%