THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS

C-Tier
Journal: Journal of Economic Surveys
Year: 2014
Volume: 28
Issue: 2
Pages: 344-375

Authors (2)

Luís Aguiar-Conraria (Universidade do Minho) Maria Joana Soares (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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 family of wavelets, which emerges as an alternative to the popular Morlet wavelet, the generalized Morse wavelets. A user-friendly toolbox, with examples, is attached to this paper.

Technical Details

RePEc Handle
repec:bla:jecsur:v:28:y:2014:i:2:p:344-375
Journal Field
General
Author Count
2
Added to Database
2026-01-24