Stationarizing two classes of nonstationary processes by wavelet

DOI10.1007/S11464-006-0008-8MaRDI QIDQ719974zbMATH OpenOpenAlexFDO

Authors Hong-Min Tang, Zhongjie Xie

Publication date 12 October 2011

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-006-0008-8

zbMATH Keywords

nonstationarywaveletstationarizing

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) General theory of stochastic processes (60G07)

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Cites work

• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 3454717 (Why is no real title available?)
• Fractional differencing
• Multiresolution analysis of a class of nonstationary processes
• Representation of strongly harmonizable periodically correlated processes and their covariances
• Ten Lectures on Wavelets
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion

Cited in

(9)

• Weak-stationarity conditions for wavelet processes
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• Some results on the wavelet packet decomposition of nonstationary processes
• On Backshift-Operator polynomial transformations to stationarity for nonstationary time series and their aggregates
• On stationarizability for nonstationary 2-D random fields using discrete wavelet transforms
• Wavelet Coherence for Certain Nonstationary Bivariate Processes
• Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
• Stationarizing two classes of nonstationary processes by wavelet
• Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms

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