Pages that link to "Item:Q1951153"
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The following pages link to A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153):
Displaying 14 items.
- A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
- The locally stationary dual-tree complex wavelet model (Q139946) (← links)
- Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
- Detecting abrupt changes in a noisy van der Pol type oscillator (Q347098) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Multivariate locally stationary 2D wavelet processes with application to colour texture analysis (Q1703830) (← links)
- Bayesian multiple change-points detection in a normal model with heterogeneous variances (Q2032230) (← links)
- Wavelet spectral testing: application to nonstationary circadian rhythms (Q2281228) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)
- Efficient change point detection and estimation in high-dimensional correlation matrices (Q6200899) (← links)
- Detecting changes in mean in the presence of time-varying autocovariance (Q6541760) (← links)
- A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes (Q6622445) (← links)
- A nonparametric approach to detecting changes in variance in locally stationary time series (Q6626116) (← links)
- Detecting changes in mixed-sampling rate data sequences (Q6626525) (← links)
