Statistical properties and uses of the wavelet variance estimator for the scale analysis of time series

Serroukh, A., Walden, A. T., Percival, D. B. . Journal of the American Statistical Association 2000. 95 (449) :184-196

Locate this article in:

Bibtex

@article{CIS-164883,
  Author = {Serroukh, A. and Walden, A. T. and Percival, D. B.},
  Title = {Statistical properties and uses of the wavelet variance estimator
for the scale analysis of time series},
  Journal = {Journal of the American Statistical Association},
  Volume = {95},
  Number = {449},
  Year = {2000},
  Pages = {184--196},
  Keywords = {Nonstationarity, Asymptotic distribution, Non-Gaussianity, Wavelet variance}
}

Similar articles