The SLEX model of a non-stationary random process

DOI10.1023/A:1016130108440zbMath0993.62082OpenAlexW1883832433MaRDI QIDQ1610936

Rainer von Sachs, Hernando Ombao, Jonathan Raz, Wensheng Guo

Publication date: 20 August 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016130108440

zbMATH Keywords

bootstrapspectral estimationstationary time seriesperiodogramsFourier functionslocally stationary time seriesHaar wavelet representationsSLEX functions

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Bootstrap, jackknife and other resampling methods (62F40)

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