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

作者：Luís Aguiar‐Conraria, Maria Joana Soares · 发表于：Journal of Economic Surveys · 年份：2013 · DOI：10.1111/joes.12012 · 被引用次数：712 · 研究领域：Image and Signal Denoising Methods、Market Dynamics and Volatility、Advanced Image Fusion Techniques

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.