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Trend locally stationary wavelet processes (Q6134636)

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scientific article; zbMATH DE number 7730972

Language	Label	Description	Also known as
English	Trend locally stationary wavelet processes	scientific article; zbMATH DE number 7730972

Statements

scholarly article

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Trend locally stationary wavelet processes (English)

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Euan T. McGonigle

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Rebecca Killick

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Matthew A. Nunes

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Journal of Time Series Analysis

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publication date

22 August 2023

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full work available at URL

https://research-information.bris.ac.uk/en/publications/48da7c7e-b9c8-4794-9de8-71201ca2e46d

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zbMATH Keywords

climate data

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locally stationary

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non-stationary time series

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trend estimation

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wavelet spectrum

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MaRDI profile type

MaRDI publication profile

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SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity

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Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting

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Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes

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A likelihood approximation for locally stationary processes

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Locally adaptive fitting of semiparametric models to nonstationary time series.

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Asymptotic theory for time series with changing mean and variance

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Adapting to Unknown Smoothness via Wavelet Shrinkage

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Haar–Fisz Estimation of Evolutionary Wavelet Spectra

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Forecasting non-stationary time series by wavelet process modelling

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A Note on the Effect of Wavelet Choice on the Estimation of the Evolutionary Wavelet Spectrum

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Wavelet spectral testing: application to nonstationary circadian rhythms

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Clustering Nonstationary Circadian Rhythms using Locally Stationary Wavelet Representations

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A wavelet-based approach for detecting changes in second order structure within nonstationary time series

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A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series

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Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes

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Positive definite estimators of large covariance matrices

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Estimating linear dependence between nonstationary time series using the locally stationary wavelet model

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Analysis of detrended time-lagged cross-correlation between two nonstationary time series

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Locally adaptive estimation of evolutionary wavelet spectra

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Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors

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Testing parametric assumptions of trends of a nonstationary time series

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.1111/JTSA.12643

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Sitelinks

Mathematics(1 entry)

mardi Publication:6134636

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