
haarfisz
 Referenced in 17 articles
[sw11198]
 timevarying, piecewise constant local variance of a locally stationary Gaussian time series. We apply ... spectral structure in the locally stationary wavelet model. Our method combines Haar wavelets...

dSTEM
 Referenced in 3 articles
[sw36073]
 long data sequences modeled as piecewise constant functions plus stationary ergodic Gaussian noise...

basta
 Referenced in 11 articles
[sw29265]
 time, illustrates the importance of nonstationary modelling in financial time series. Motivated by this ... autoregressive conditional heteroscedastic model for financial returns with piecewise constant parameter values. Our method...

factorcpt
 Referenced in 5 articles
[sw18260]
 treatment of highdimensional time series factor models with multiple changepoints in their second ... operate under the most flexible definition of piecewise stationarity, and estimate the number and locations ... simple graphical tool for visualising the piecewise stationary evolution of the factor structure over time...

EFICA
 Referenced in 2 articles
[sw08751]
 algorithm EFICA, called Block EFICA, for piecewise stationary and non Gaussian signals. In contrast ... various features not comprised by standard ICA models. Block EFICA theoretically achieves CramérRao bound...

QPALM
 Referenced in 2 articles
[sw35397]
 latter requires the zero of a monotone, piecewise affine function. QPALM is implemented in open ... MarosMeszaros problems and finding a stationary point for most of the nonconvex ... application domains such as portfolio optimization and model predictive control. As such, QPALM strikes...

Expokit
 Referenced in 173 articles
[sw00258]
 Expokit provides a set of routines aimed at...

Gmsh
 Referenced in 576 articles
[sw00366]
 Gmsh is a 3D finite element grid generator...

LAPACK
 Referenced in 1626 articles
[sw00503]
 LAPACK is written in Fortran 90 and provides...

Maple
 Referenced in 5040 articles
[sw00545]
 The result of over 30 years of cutting...

Mathematica
 Referenced in 5883 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 12074 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

NAG
 Referenced in 417 articles
[sw00610]
 Produced by experts for use in a variety...

Octave
 Referenced in 284 articles
[sw00646]
 GNU Octave is a highlevel language, primarily...

PLTMG
 Referenced in 215 articles
[sw00717]
 PLTMG 11.0 is a package for solving elliptic...

R
 Referenced in 8359 articles
[sw00771]
 R is a language and environment for statistical...

REDUCE
 Referenced in 739 articles
[sw00789]
 REDUCE is an interactive system for general algebraic...

SageMath
 Referenced in 1620 articles
[sw00825]
 Sage (SageMath) is free, opensource math software...

SuperLU
 Referenced in 171 articles
[sw00930]
 SuperLU is a general purpose library for the...

UMFPACK
 Referenced in 354 articles
[sw00989]
 An ANSI C code for sparse LU factorization...