Spectral correction for locally stationary Shannon wavelet processes

DOI10.1214/14-EJS880MaRDI QIDQ2441052zbMATH OpenOpenAlexFDO

Authors G. P. Nason, Idris Eckley

Publication date 21 March 2014

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1392733138

zbMATH Keywords

aliasinglocal stationaritytime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to environmental and related topics (62P12)

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Cites work

• A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum
• Costationarity of locally stationary time series
• Haar–Fisz Estimation of Evolutionary Wavelet Spectra
• scientific article; zbMATH DE number 3155190 (Why is no real title available?)
• scientific article; zbMATH DE number 3854942 (Why is no real title available?)
• scientific article; zbMATH DE number 802867 (Why is no real title available?)
• Ten Lectures on Wavelets
• The SLEX model of a non-stationary random process
• Wavelet packet transfer function modelling of nonstationary time series
• Wavelets

Cited in

(7)

• Multivariate locally stationary 2D wavelet processes with application to colour texture analysis
• Spectral representation and estimation for locally stationary wavelet processes
• Anti-aliasing nonstationary signals detecion algorithm based on interpolation in the frequency domain using the short time Fourier transform
• Unaliasing of aliased line component frequencies
• The aliasing‐phenomenon in visual terms
• A test for the absence of aliasing or local white noise in locally stationary wavelet time series
• A test for the absence of aliasing or white noise in two-dimensional locally stationary wavelet processes

Describes a project that uses

Uses Software

• haarfisz

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