The SLEX model of a non-stationary random process

DOI10.1023/A:1016130108440MaRDI QIDQ1610936zbMATH OpenOpenAlexFDO

Authors Hernando C. Ombao, Jonathan A. Raz, Rainer von Sachs, Wensheng Guo

Publication date 20 August 2002

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1016130108440

zbMATH Keywords

bootstrapFourier functionsHaar wavelet representationslocally stationary time seriesperiodogramsSLEX functionsspectral estimationstationary time series

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bootstrap, jackknife and other resampling methods (62F40) Inference from stochastic processes and spectral analysis (62M15)

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• Locally stationary wavelet packet processes: basis selection and model fitting
• Clustering nonlinear, nonstationary time series using BSLEX
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• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment
• Spectral correction for locally stationary Shannon wavelet processes
• Discrimination measures for fractional integrated models based on wavelets
• Temperatures in transient climates: improved methods for simulations with evolving temporal covariances
• Time-dependent dual-frequency coherence in multivariate non-stationary time series
• Bootstrapping the Local Periodogram of Locally Stationary Processes
• A Scale‐space Approach for Detecting Non‐stationarities in Time Series
• Slepian models for X²-processes with dependent components with application to envelope upcrossings
• Ecological prediction with nonlinear multivariate time-frequency functional data models
• Метод обнаружения структурного сдвига в модели авторегрессионной условной гетероскедастичности: случай распределения Стьюдента
• Fresped: frequency-specific change-point detection in epileptic seizure multi-channel EEG data
• Slepian models for non-stationary Gaussian processes
• Transformation to approximate independence for locally stationary Gaussian processes
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
• SLEX Analysis of Multivariate Nonstationary Time Series
• Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis
• Classification of non-stationary time series
• Time series clustering and classification via frequency domain methods
• Complex-Valued Wavelet Lifting and Applications
• Spectral estimation for locally stationary time series with missing observations
• The local partial autocorrelation function and some applications
• Locally adaptive estimation of evolutionary wavelet spectra
• Classification of multivariate non-stationary signals: the SLEX-shrinkage approach
• Nonparametric spectral analysis with applications to seizure characterization using EEG time series

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