Spectral correction for locally stationary Shannon wavelet processes

DOI10.1214/14-EJS880zbMath1282.62210OpenAlexW2046126808MaRDI QIDQ2441052

Guy P. Nason, Idris A. Eckley

Publication date: 21 March 2014

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1392733138

zbMATH Keywords

time serieslocal stationarityaliasing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Multivariate locally stationary 2D wavelet processes with application to colour texture analysis

Uses Software

• haarfisz

Cites Work

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• Wavelet packet transfer function modelling of nonstationary time series
• The SLEX model of a non-stationary random process
• Haar–Fisz Estimation of Evolutionary Wavelet Spectra
• Ten Lectures on Wavelets
• Wavelets
• Costationarity of Locally Stationary Time Series
• A Note on the Effect of Wavelet Choice on the Estimation of the Evolutionary Wavelet Spectrum

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