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

@@ Property / author @@
-Rebecca Killick
@@ Property / author: Rebecca Killick / rank @@
-Normal rank
@@ Property / author @@
+Rebecca Killick
@@ Property / author: Rebecca Killick / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting
+Normal rank
@@ Property / cites work @@
+A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing
+Normal rank
@@ Property / cites work @@
+Wavelets
@@ Property / cites work: Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4849992
@@ Property / cites work: Q4849992 / rank @@
+Normal rank
@@ Property / cites work @@
+Locally adaptive fitting of semiparametric models to nonstationary time series.
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
+Normal rank
@@ Property / cites work @@
+Haar–Fisz Estimation of Evolutionary Wavelet Spectra
+Normal rank
@@ Property / cites work @@
+Two-step estimation of time-varying additive model for locally stationary time series
+Normal rank
@@ Property / cites work @@
+Multiscale Inference and Long-Run Variance Estimation in Non-Parametric Regression with Time Series Errors
+Normal rank
@@ Property / cites work @@
+Optimal Detection of Changepoints With a Linear Computational Cost
+Normal rank
@@ Property / cites work @@
+Trend locally stationary wavelet processes
@@ Property / cites work: Trend locally stationary wavelet processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3503416
@@ Property / cites work: Q3503416 / rank @@
+Normal rank
@@ Property / cites work @@
+A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Q4850001
@@ Property / cites work: Q4850001 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalues and pseudo-eigenvalues of Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+Locally stationary long memory estimation
@@ Property / cites work: Locally stationary long memory estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Time-frequency analysis of locally stationary Hawkes processes
+Normal rank
@@ Property / cites work @@
+Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
+Normal rank
@@ Property / cites work @@
+Locally adaptive estimation of evolutionary wavelet spectra
+Normal rank
@@ Property / cites work @@
+Nonparametric regression for locally stationary time series
+Normal rank
@@ Property / cites work @@
+Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
+Normal rank
@@ Property / describes a project that uses @@
+locits
@@ Property / describes a project that uses: locits / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+changepoint
@@ Property / describes a project that uses: changepoint / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3194441895
@@ Property / OpenAlex ID: W3194441895 / rank @@
+Normal rank