Stationarizing two classes of nonstationary processes by wavelet

DOI10.1007/S11464-006-0008-8zbMATH Open1222.60031OpenAlexW2077259606MaRDI QIDQ719974FDOQ719974

Zhongjie Xie, Hong-Min Tang

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

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• scientific article; zbMATH DE number 802866

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)

Cites Work

• Title not available (Why is that?)
• Fractional differencing
• Ten Lectures on Wavelets
• Title not available (Why is that?)
• Representation of strongly harmonizable periodically correlated processes and their covariances
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• Multiresolution analysis of a class of nonstationary processes

Cited In (8)

• 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
• Stationarizing two classes of nonstationary processes by wavelet
• Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms

Uses Software

• wmtsa

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