Wavelet analysis and covariance structure of some classes of non-stationary processes
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Cites work
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- Adaptive covariance estimation of locally stationary processes
- AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
- Convergence properties of wavelet series expansions of fractional Brownian motion
- Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
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- Correlation theory of stationary and related random functions. Volume I: Basic results
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional differencing
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- scientific article; zbMATH DE number 3056109 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Integral Representations for Stochastic Processes with n‐th Stationary Increments
- Linear Fourier and stochastic analysis
- Multiresolution analysis of a class of nonstationary processes
- On the continuous wavelet transform of second-order random processes
- On the correlation structure of the wavelet coefficients of fractional Brownian motion
- Properties and applications of stochastic processes with stationarynth-order increments
- Some distributional properties of the continuous wavelet transform of random processes
- Spectral Analysis of Abstract Functions
- The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
- Time series: theory and methods
- Wavelet analysis and synthesis of fractional Brownian motion
- Wavelet analysis of long-range-dependent traffic
- Wavelet decomposition of harmonizable random processes
- Wavelet packet decompositions for the analysis of 2-D fields with stationary fractional increments
Cited in
(12)- Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes
- Weak stationarity of a time series with wavelet representation
- Analysis of autocorrelation function of stochastic processes by F-transform of higher degree
- On a localization property of wavelet coefficients for processes with stationary increments, and applications. II: Localization with respect to scale
- Stationarizing two classes of nonstationary processes by wavelet
- Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
- Wavelet Coherence for Certain Nonstationary Bivariate Processes
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model
- Multiresolution analysis of a class of nonstationary processes
- Weak-stationarity conditions for wavelet processes
- Self-similar random fields and rescaled random balls models
- Stationarizing two classes of nonstationary processes by wavelet
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