Adaptive Wavelet Domain Principal Component Analysis for Nonstationary Time Series

DOI10.1080/10618600.2023.2301069MaRDI QIDQ6968487zbMATH OpenFDO

Authors Marina I. Knight, M. A. Nunes, Jessica K. Hargreaves

Publication date 24 June 2025

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/10618600.2023.2301069

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Automatic locally stationary time series forecasting with application to predicting UK gross value added time series

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