Stationarizing two classes of nonstationary processes by wavelet

DOI10.1007/s11464-006-0008-8zbMath1222.60031OpenAlexW2077259606MaRDI QIDQ719974

Zhong-Jie Xie, Hong-Min Tang

Publication date: 12 October 2011

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-006-0008-8

zbMATH Keywords

waveletnonstationarystationarizing

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) General theory of stochastic processes (60G07)

Uses Software

• wmtsa

Cites Work

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• Representation of strongly harmonizable periodically correlated processes and their covariances
• Fractional differencing
• Ten Lectures on Wavelets
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• Multiresolution analysis of a class of nonstationary processes

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