Wavelets in time-series analysis
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Publication:4719448
DOI10.1098/rsta.1999.0445zbMath1054.62583OpenAlexW2031094508MaRDI QIDQ4719448
Rainer von Sachs, Guy P. Nason
Publication date: 1999
Published in: Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.1999.0445
time-scale analysisAllan variancewavelet spectrumlong-memory processeslocally stationary time-serieswavelet processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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