k-stationarity and wavelets.

DOI10.1016/S0378-3758(97)00138-9MaRDI QIDQ1299535zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

Recommendations

• Stationarizing two classes of nonstationary processes by wavelet
• Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms
• Weak-stationarity conditions for wavelet processes
• Stationarizing two classes of nonstationary processes by wavelet

Cites work

• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 739533 (Why is no real title available?)
• scientific article; zbMATH DE number 927326 (Why is no real title available?)
• A theory for multiresolution signal decomposition: the wavelet representation
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• Orthonormal bases of compactly supported wavelets
• Wavelet analysis and synthesis of fractional Brownian motion

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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