Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 62, Issue 2, 2000, Pages 271-292

  Nason, G P ^a   Von Sachs, R ^b   Kroisandt, G ^c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^c Rheinland Pfälzische Technische Universität Kaiserslautern Landau   (Germany)

Author keywords

Local stationarity; Non linear wavelet shrinkage; Non stationary time series; Wavelet periodogram; Wavelet processes; Wavelet spectrum

Indexed keywords

EID: 0034354958     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00231     Document Type: Article

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