Wavelet variance analysis for gappy time series

DOI10.1007/s10463-008-0195-zzbMath1432.62309OpenAlexW2035041021MaRDI QIDQ907025

Debashis Mondal, Donald B. Percival

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0195-z

zbMATH Keywords

cumulantlocal stationarityfractionally differenced processNile River minimasemi-variogramTAO data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Spectral estimation for locally stationary time series with missing observations ⋮ Estimation of long-range dependence in gappy Gaussian time series ⋮ Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis ⋮ Wavelet transforms applied to irregularly sampled soil data ⋮ Slepian Wavelet Variances for Regularly and Irregularly Sampled Time Series

Uses Software

• longmemo
• wmtsa

Cites Work

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