Asymptotic information measures discrimination of non-stationary time series based on wavelet domain

zbMATH Open1435.62336MaRDI QIDQ5114067FDOQ5114067

Authors: Behzad Mansouri, Rahim Chinipardaz 

Publication date: 21 June 2020

Full work available at URL: http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512016000100006&lng=en&nrm=iso&tlng=en

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zbMATH Keywords

locally stationary wavelet processesdiscriminationKullback-Leibler informationseismic dataChernoff informationevolutionary wavelet spectrum

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

Cited In (5)

• Time series discrimination using likelihood function of discrete wavelet coefficients
• Consistent classification of nonstationary time series using stochastic wavelet representations
• Discrimination measures for fractional integrated models based on wavelets
• Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
• The analysis of VF and VT with wavelet-based Tsallis information measure

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