Cross wavelet analysis: significance testing and pitfalls
Work
Year: 2004
Type: article
Abstract: . In this paper, we present a detailed evaluation of cross wavelet analysis of bivariate time series. We develop a statistical test for zero wavelet coherency based on Monte Carlo simulations. If at l... more
Authors Douglas Maraun, Jürgen Kurths
Institution University of Potsdam
Cites: 34
Cited by: 536
Related to: 10
FWCI: 17.22
Citation percentile (by year/subfield): 98.8
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,412