Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089): Difference between revisions

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-Rebecca Killick
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+Rebecca Killick
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+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting
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+A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
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+Wavelets
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+Q4849992
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+Locally adaptive fitting of semiparametric models to nonstationary time series.
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+Ten Lectures on Wavelets
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+Trend locally stationary wavelet processes
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+Q3503416
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+A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
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+Eigenvalues and pseudo-eigenvalues of Toeplitz matrices
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+Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
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