Trend locally stationary wavelet processes

DOI10.1111/jtsa.12643OpenAlexW4210938388MaRDI QIDQ6134636

Rebecca Killick, Euan T. McGonigle, Matthew A. Nunes

Publication date: 22 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

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

zbMATH Keywords

non-stationary time seriestrend estimationclimate datalocally stationarywavelet spectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Inference from stochastic processes (62Mxx)

Related Items

Modelling time-varying first and second-order structure of time series via wavelets and differencing ⋮ Robust multiscale estimation of time-average variance for time series segmentation

Cites Work

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