Case study: shipping trend estimation and prediction via multiscale variance stabilisation
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- A Multiscale Wavelet-Based Test for Isotropy of Random Fields on a Regular Lattice
- A new non-parametric stationarity test of time series in the time domain
- A note on state space representations of locally stationary wavelet time series
- A Statistical Study of Temporally Smoothed Wavelet Coherence
- A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
- A test for second-order stationarity of a time series based on the discrete Fourier transform
- A wavelet lifting approach to long-memory estimation
- A wavelet-based test for stationarity
- Consistent classification of nonstationary time series using stochastic wavelet representations
- Costationarity of locally stationary time series
- Data-driven wavelet-Fisz methodology for nonparametric function estimation
- Forecasting non-stationary time series by wavelet process modelling
- Forecasting using locally stationary wavelet processes
- GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform
- Haar–Fisz Estimation of Evolutionary Wavelet Spectra
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 1470722 (Why is no real title available?)
- scientific article; zbMATH DE number 3251902 (Why is no real title available?)
- scientific article; zbMATH DE number 3290822 (Why is no real title available?)
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- Posterior Probability Intervals for Wavelet Thresholding
- Practical powerful wavelet packet tests for second-order stationarity
- Spectral estimation for locally stationary time series with missing observations
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- Wavelet methods in statistics with R
- Wavelets in time-series analysis
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