Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series

DOI10.1016/0016-0032(96)00011-7zbMath0903.62075OpenAlexW2080587848MaRDI QIDQ1925083

T. Subba Rao, K. C. Indukumar

Publication date: 10 January 1999

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(96)00011-7

zbMATH Keywords

time serieswavelet transformsnon-Gaussianityevolutionary bispectrumnonlinear signalshigher order spectratime dependent bispectrum

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Surrogate data for hypothesis testing of physical systems ⋮ Defining the wavelet bispectrum ⋮ A confidence interval test for the detection of structural breaks

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