Bull or bear markets: A wavelet dynamic correlation perspective

A theory for multiresolution signal decomposition: the wavelet representation

Stéphane Mallat · IEEE Transactions on Pattern Analysis and Machine Intelligence · 1989 · 21.1K citations

Arts, Vision Science, Biomedical Signal Processing +16

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations

Business, Economics, Econometrics +15

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

Social Sciences, Economics, Econometrics +9

Theory of communication

Деннис Габор · Journal of the IEE · 1946 · 4.5K citations