Haar–Fisz estimation of evolutionary wavelet spectra
نویسندگان
چکیده
منابع مشابه
Locally Adaptive Estimation of Evolutionary Wavelet Spectra
We introduce a wavelet-based model of local stationarity. This model enlarges the class of locally stationary wavelet processes and contains processes whose spectral density function may change very suddenly in time. A notion of time-varying wavelet spectrum is uniquely defined as a wavelet-type transform of the autocovariance function with respect to so-called autocorrelation wavelets. This le...
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متن کاملPiotr Fryzlewicz and Guy P . Nason Haar - Fisz estimation of evolutionary wavelet spectra
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2006
ISSN: 1369-7412,1467-9868
DOI: 10.1111/j.1467-9868.2006.00558.x