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Percival, Donald B.

Author ID: percival.donald-b Recent zbMATH articles by "Percival, Donald B."
Published as: Percival, Donald B.; Percival, D. B.
Documents Indexed: 26 Publications since 1993, including 4 Books
Co-Authors: 22 Co-Authors with 23 Joint Publications
371 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 477 times in 397 Documents Cited by Year
Wavelet methods for time series analysis. Zbl 0963.62079
Percival, Donald B.; Walden, Andrew T.
167
2000
Spectral analysis for physical applications. Multitaper and conventional univariate techniques. Zbl 0796.62077
Percival, Donald B.; Walden, Andrew T.
93
1993
Statistical properties and uses of the wavelet variance estimator for the scale analysis of time series. Zbl 0996.62085
Serroukh, A.; Walden, A. T.; Percival, D. B.
50
2000
Wavelet methods for time series analysis. Zbl 1129.62080
Percival, Donald B.; Walden, Andrew T.
41
2006
Estimators of fractal dimension: assessing the roughness of time series and spatial data. Zbl 1330.62354
Gneiting, Tilmann; Ševčíková, Hana; Percival, Donald B.
19
2012
Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes. Zbl 1373.62434
Craigmile, Peter F.; Guttorp, Peter; Percival, Donald B.
18
2005
Analysis of subtidal coastal sea level fluctuations using wavelets. Zbl 0889.62100
Percival, Donald B.; Mofjeld, Harold O.
14
1997
Asymptotic decorrelation of between-scale wavelet coefficients. Zbl 1297.62191
Craigmile, Peter F.; Percival, Donald B.
13
2005
Wavestrapping time series: Adaptive wavelet-based bootstrapping. Zbl 0993.93033
Percival, D. B.; Sardy, S.; Davison, A. C.
9
2001
Using labeled data to evaluate change detectors in a multivariate streaming environment. Zbl 1197.94068
Kim, Albert Y.; Marzban, Caren; Percival, Donald B.; Stuetzle, Werner
9
2009
Spectrum estimation by wavelet thresholding of multitaper estimators. Zbl 0988.94505
Walden, Andrew T.; Percival, Donald B.; McCoy, Emma J.
8
1998
Wavelet variance analysis for random fields on a regular lattice. Zbl 1373.62476
Mondal, Debashis; Percival, Donald B.
7
2012
Wavelet variance analysis for gappy time series. Zbl 1432.62309
Mondal, Debashis; Percival, Donald B.
5
2010
Wavelet shrinkage for regression models with random design and correlated errors. Zbl 1360.62191
Porto, Rogério; Morettin, Pedro; Percival, Donald; Aubin, Elisete
5
2016
Multiscale detection and location of multiple variance changes in the presence of long memory. Zbl 0958.62088
Whitcher, Brandon; Guttorp, Peter; Percival, Donald B.
4
2000
The effective bandwidth of a multitaper spectral estimator. Zbl 0823.62076
Walden, A. T.; McCoy, E. J.; Percival, D. B.
4
1995
The impact of wavelet coefficient correlations on fractionally differenced process estimation. Zbl 1031.62071
Craigmile, Peter F.; Percival, Donald B.; Guttorp, Peter
3
2001
Spectral analysis for univariate time series. Zbl 1476.62003
Percival, Donald B.; Walden, Andrew T.
3
2020
A multiscale wavelet-based test for isotropy of random fields on a regular lattice. Zbl 1408.94644
Thon, Kevin; Geilhufe, Marc; Percival, Donald B.
3
2015
The spectra and periodograms of anti-correlated discrete fractional Gaussian noise. Zbl 1020.60024
Raymond, G. M.; Percival, D. B.; Bassingthwaighte, J. B.
2
2003
Exact simulation of complex-valued Gaussian stationary processes via circulant embedding. Zbl 1172.94540
Percival, Donald B.
2
2006
\(M\)-estimation of wavelet variance. Zbl 1238.62104
Mondal, Debashis; Percival, Donald B.
1
2012
Analysis of geophysical time series using discrete wavelet transforms: an overview. Zbl 1149.86012
Percival, Donald B.
1
2008
Modeling North Pacific climate time series. Zbl 1061.62185
Percival, Donald B.; Overland, James E.; Mofjeld, Harold O.
1
2004
Spectral analysis for univariate time series. Zbl 1476.62003
Percival, Donald B.; Walden, Andrew T.
3
2020
Wavelet shrinkage for regression models with random design and correlated errors. Zbl 1360.62191
Porto, Rogério; Morettin, Pedro; Percival, Donald; Aubin, Elisete
5
2016
A multiscale wavelet-based test for isotropy of random fields on a regular lattice. Zbl 1408.94644
Thon, Kevin; Geilhufe, Marc; Percival, Donald B.
3
2015
Estimators of fractal dimension: assessing the roughness of time series and spatial data. Zbl 1330.62354
Gneiting, Tilmann; Ševčíková, Hana; Percival, Donald B.
19
2012
Wavelet variance analysis for random fields on a regular lattice. Zbl 1373.62476
Mondal, Debashis; Percival, Donald B.
7
2012
\(M\)-estimation of wavelet variance. Zbl 1238.62104
Mondal, Debashis; Percival, Donald B.
1
2012
Wavelet variance analysis for gappy time series. Zbl 1432.62309
Mondal, Debashis; Percival, Donald B.
5
2010
Using labeled data to evaluate change detectors in a multivariate streaming environment. Zbl 1197.94068
Kim, Albert Y.; Marzban, Caren; Percival, Donald B.; Stuetzle, Werner
9
2009
Analysis of geophysical time series using discrete wavelet transforms: an overview. Zbl 1149.86012
Percival, Donald B.
1
2008
Wavelet methods for time series analysis. Zbl 1129.62080
Percival, Donald B.; Walden, Andrew T.
41
2006
Exact simulation of complex-valued Gaussian stationary processes via circulant embedding. Zbl 1172.94540
Percival, Donald B.
2
2006
Wavelet-based parameter estimation for polynomial contaminated fractionally differenced processes. Zbl 1373.62434
Craigmile, Peter F.; Guttorp, Peter; Percival, Donald B.
18
2005
Asymptotic decorrelation of between-scale wavelet coefficients. Zbl 1297.62191
Craigmile, Peter F.; Percival, Donald B.
13
2005
Modeling North Pacific climate time series. Zbl 1061.62185
Percival, Donald B.; Overland, James E.; Mofjeld, Harold O.
1
2004
The spectra and periodograms of anti-correlated discrete fractional Gaussian noise. Zbl 1020.60024
Raymond, G. M.; Percival, D. B.; Bassingthwaighte, J. B.
2
2003
Wavestrapping time series: Adaptive wavelet-based bootstrapping. Zbl 0993.93033
Percival, D. B.; Sardy, S.; Davison, A. C.
9
2001
The impact of wavelet coefficient correlations on fractionally differenced process estimation. Zbl 1031.62071
Craigmile, Peter F.; Percival, Donald B.; Guttorp, Peter
3
2001
Wavelet methods for time series analysis. Zbl 0963.62079
Percival, Donald B.; Walden, Andrew T.
167
2000
Statistical properties and uses of the wavelet variance estimator for the scale analysis of time series. Zbl 0996.62085
Serroukh, A.; Walden, A. T.; Percival, D. B.
50
2000
Multiscale detection and location of multiple variance changes in the presence of long memory. Zbl 0958.62088
Whitcher, Brandon; Guttorp, Peter; Percival, Donald B.
4
2000
Spectrum estimation by wavelet thresholding of multitaper estimators. Zbl 0988.94505
Walden, Andrew T.; Percival, Donald B.; McCoy, Emma J.
8
1998
Analysis of subtidal coastal sea level fluctuations using wavelets. Zbl 0889.62100
Percival, Donald B.; Mofjeld, Harold O.
14
1997
The effective bandwidth of a multitaper spectral estimator. Zbl 0823.62076
Walden, A. T.; McCoy, E. J.; Percival, D. B.
4
1995
Spectral analysis for physical applications. Multitaper and conventional univariate techniques. Zbl 0796.62077
Percival, Donald B.; Walden, Andrew T.
93
1993
all top 5

Cited by 707 Authors

10 Maharaj, Elizabeth Ann
9 Gencay, Ramazan
7 Nason, Guy P.
7 Percival, Donald B.
6 Didier, Gustavo
6 Gallegati, Marco
6 Kokoszka, Piotr S.
6 Morettin, Pedro Alberto
5 Jach, Agnieszka E.
5 Mondal, Debashis
5 Nunes, Matthew A.
5 Proietti, Tommaso
5 Shukur, Ghazi
5 Walden, Andrew T.
4 Abry, Patrice
4 Almasri, Abdullah
4 Aminghafari, Mina
4 Barber, Stuart
4 D’Urso, Pierpaolo
4 Li, YuShu
4 Luati, Alessandra
4 McLeod, Angus Ian
4 Sang, Yan-Fang
4 Whitcher, Brandon
3 Alonso, Andrés M.
3 Barunik, Jozef
3 Bekiros, Stelios D.
3 Beran, Jan
3 Berger, Theo
3 Boubaker, Heni
3 Brito, Paula
3 Cardinali, Alessandro
3 Cattani, Carlo
3 Coeurjolly, Jean-François
3 Jensen, Mark J.
3 Knight, Marina I.
3 Ko, Kyungduk
3 Li, Ming
3 Moulines, Eric
3 Olsen, Lena Ringstad
3 Politis, Dimitris Nicolas
3 Roueff, François
3 Taqqu, Murad S.
3 Taylor, Charles C.
3 Teles, Paulo
3 Uddin, Gazi Salah
3 Wang, Dong
3 Wu, Hau-Tieng
3 Wu, Jichun
3 Zhang, Ying
3 Zhao, Xin
2 Achard, Sophie
2 Antoniadis, Anestis
2 Bennedsen, Mikkel
2 Bevilacqua, Moreno
2 Boniece, B. Cooper
2 Bruzda, Joanna
2 Canarella, Giorgio
2 Chiann, Chang
2 Contreras-Cristán, Alberto
2 Coull, Brent A.
2 Craigmile, Peter F.
2 David, Sergio Adriani
2 Denison, David G. T.
2 Duchesne, Pierre
2 Eckley, Idris A.
2 Fernández-Macho, Javier
2 Fryzlewicz, Piotr
2 Gannaz, Irène
2 Godtliebsen, Fred
2 Guerrier, Stéphane
2 Gupta, Rangan
2 Guttorp, Peter
2 Huang, Shian-Chang
2 Inacio, C. M. C. jun.
2 Keylock, Christopher J.
2 Killick, Rebecca
2 Krafty, Robert Todd
2 Lévy-Leduc, Céline
2 Liu, Xiaoquan
2 Machado, José António Tenreiro
2 Maddanu, Federico
2 Mallick, Bani K.
2 Månsson, Kristofer
2 McElroy, Tucker S.
2 Michis, Antonis A.
2 Milan, Zoka
2 Pakkanen, Mikko S.
2 Pavlov, Alexey N.
2 Pavlova, Olga N.
2 Pipiras, Vladas
2 Poggi, Jean-Michel
2 Porcu, Emilio
2 Ramsey, James B.
2 Randolph, Timothy W.
2 Reese, Simon
2 Romero, José Luis
2 Sato, João Ricardo
2 Scafetta, Nicola
2 Selçuk, Faruk
...and 607 more Authors
all top 5

Cited in 134 Serials

22 Computational Statistics and Data Analysis
19 Journal of Time Series Analysis
18 Physica A
15 Journal of Statistical Computation and Simulation
15 Journal of Applied Statistics
13 Studies in Nonlinear Dynamics and Econometrics
12 Statistics and Computing
11 Journal of Econometrics
9 Physica D
8 Communications in Statistics. Simulation and Computation
8 European Journal of Operational Research
7 Journal of the American Statistical Association
7 Communications in Statistics. Theory and Methods
7 Applied and Computational Harmonic Analysis
7 Electronic Journal of Statistics
6 Journal of Multivariate Analysis
6 Journal of Statistical Planning and Inference
6 Quantitative Finance
6 The Annals of Applied Statistics
5 Journal of Fluid Mechanics
5 Journal of Nonparametric Statistics
5 Entropy
5 Mathematical Geosciences
4 Annals of the Institute of Statistical Mathematics
4 Biometrics
4 Signal Processing
4 Computational Statistics
4 Pattern Recognition
3 Mathematics and Computers in Simulation
3 Statistics
3 Statistical Science
3 Journal of Economic Dynamics & Control
3 Annals of Operations Research
3 Statistical Papers
3 Journal of Computational Neuroscience
3 Mathematical Problems in Engineering
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Communications in Nonlinear Science and Numerical Simulation
3 Bulletin of Economic Research
2 Biological Cybernetics
2 The Canadian Journal of Statistics
2 Scandinavian Journal of Statistics
2 Chaos, Solitons and Fractals
2 Journal of Computational and Applied Mathematics
2 Journal of Classification
2 Econometric Reviews
2 International Journal of Approximate Reasoning
2 Stochastic Hydrology and Hydraulics
2 Economics Letters
2 Applied Mathematical Modelling
2 Bernoulli
2 Chaos
2 Journal of the Royal Statistical Society. Series C. Applied Statistics
2 Statistical Inference for Stochastic Processes
2 Econometric Theory
2 Journal of Systems Science and Complexity
2 Statistics Surveys
2 Mathematics
2 Environmetrics
1 Astrophysics and Space Science
1 Computers & Mathematics with Applications
1 Computer Methods in Applied Mechanics and Engineering
1 General Relativity and Gravitation
1 Inverse Problems
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
1 Physics Reports
1 Psychometrika
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Automatica
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Statistical Review
1 Journal of Mathematical Psychology
1 The Journal of Mathematical Sociology
1 Journal of Pure and Applied Algebra
1 SIAM Journal on Control and Optimization
1 Journal of Information & Optimization Sciences
1 Statistics & Probability Letters
1 Circuits, Systems, and Signal Processing
1 Computers & Operations Research
1 Mathematical and Computer Modelling
1 Neural Networks
1 Neural Computation
1 Japan Journal of Industrial and Applied Mathematics
1 Stochastic Processes and their Applications
1 Stochastics and Stochastics Reports
1 Random Operators and Stochastic Equations
1 The Journal of Fourier Analysis and Applications
1 International Transactions in Operational Research
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Nonlinear Dynamics
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 International Journal of Theoretical and Applied Finance
1 Methodology and Computing in Applied Probability
1 Living Reviews in Relativity
...and 34 more Serials

Citations by Year