k-stationarity and wavelets.

DOI10.1016/S0378-3758(97)00138-9zbMATH Open1067.60502OpenAlexW1972698562MaRDI QIDQ1299535FDOQ1299535

Authors: Bing Cheng, Howell Tong 

Publication date: 23 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00138-9

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Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10)

Cites Work

• Title not available (Why is that?)
• A theory for multiresolution signal decomposition: the wavelet representation
• Orthonormal bases of compactly supported wavelets
• Title not available (Why is that?)
• Wavelet analysis and synthesis of fractional Brownian motion
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• Title not available (Why is that?)

Cited In (5)

• A Functional Wavelet–Kernel Approach for Time Series Prediction
• Weak stationarity of a time series with wavelet representation
• A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
• Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization
• Semiparametric model building for regression models with time-varying parameters

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