Spectral estimation for locally stationary time series with missing observations

DOI10.1007/s11222-011-9256-xzbMath1252.60034MaRDI QIDQ693321

Matthew A. Nunes, Guy P. Nason, Marina I. Knight

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9256-x

zbMATH Keywords

spectral estimation; missing data; \texttt{R}; wavelet lifting; \texttt{R package Adlift}; \texttt{Wavethresh}; nondecimated transform

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

Uses Software

• R
• WaveThresh4
• wavethresh
• Adlift
• nlt
• haarfisz
• wmtsa