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

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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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