Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089)
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English | Modelling time-varying first and second-order structure of time series via wavelets and differencing |
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Modelling time-varying first and second-order structure of time series via wavelets and differencing (English)
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31 August 2022
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differencing
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locally stationary time series
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trend estimation
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wavelet spectrum
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wavelet thresholding
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