Pages that link to "Item:Q1581068"
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The following pages link to Wavelet analysis and covariance structure of some classes of non-stationary processes (Q1581068):
Displaying 10 items.
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter (Q392762) (← links)
- Self-similar random fields and rescaled random balls models (Q616269) (← links)
- Stationarizing two classes of nonstationary processes by wavelet (Q719974) (← links)
- Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes (Q1292367) (← links)
- Weak stationarity of a time series with wavelet representation (Q1894995) (← links)
- Analysis of autocorrelation function of stochastic processes by F-transform of higher degree (Q2100154) (← links)
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale (Q2446405) (← links)
- Wavelet Coherence for Certain Nonstationary Bivariate Processes (Q4572971) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Weak-stationarity conditions for wavelet processes (Q5942199) (← links)