Edit Profile (opens in new tab) Percival, Donald B. Co-Author Distance Author ID: 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 all top 5 Co-Authors 2 single-authored 7 Walden, Andrew T. 4 Mondal, Debashis 3 Craigmile, Peter F. 3 Guttorp, Peter 2 McCoy, Emma J. 2 Mofjeld, Harold O. 1 Aubin, Elisete C. Q. 1 Bassingthwaighte, James B. 1 Davison, Anthony C. 1 Geilhufe, Marc 1 Gneiting, Tilmann 1 Kim, Albert Y. 1 Marzban, Caren 1 Morettin, Pedro Alberto 1 Nichols-Pagel, Gerald A. 1 Overland, James E. 1 Porto, Rogério F. 1 Raymond, Gary M. 1 Reinhall, Per G. 1 Riley, James J. 1 Sardy, Sylvain 1 Ševčıková, Hana 1 Stuetzle, Werner 1 Thon, Kevin 1 Whitcher, Brandon all top 5 Serials 2 Annals of the Institute of Statistical Mathematics 2 Journal of the American Statistical Association 2 Signal Processing 2 IEEE Transactions on Signal Processing 2 IEEE Transactions on Image Processing 2 Cambridge Series in Statistical and Probabilistic Mathematics 1 IEEE Transactions on Information Theory 1 Physica A 1 Biometrika 1 Physica D 1 Statistical Science 1 Journal of Statistical Computation and Simulation 1 Brazilian Journal of Probability and Statistics all top 5 Fields 20 Statistics (62-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 9 Numerical analysis (65-XX) 8 Information and communication theory, circuits (94-XX) 6 Probability theory and stochastic processes (60-XX) 4 Geophysics (86-XX) 1 Integral transforms, operational calculus (44-XX) 1 Fluid mechanics (76-XX) 1 Astronomy and astrophysics (85-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 34 Fields 289 Statistics (62-XX) 91 Numerical analysis (65-XX) 78 Harmonic analysis on Euclidean spaces (42-XX) 68 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 47 Probability theory and stochastic processes (60-XX) 34 Information and communication theory, circuits (94-XX) 30 Biology and other natural sciences (92-XX) 20 Computer science (68-XX) 16 Geophysics (86-XX) 13 Dynamical systems and ergodic theory (37-XX) 10 Fluid mechanics (76-XX) 9 Measure and integration (28-XX) 8 Statistical mechanics, structure of matter (82-XX) 8 Operations research, mathematical programming (90-XX) 6 Astronomy and astrophysics (85-XX) 5 Systems theory; control (93-XX) 4 Special functions (33-XX) 4 Ordinary differential equations (34-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Approximations and expansions (41-XX) 2 Operator theory (47-XX) 2 Mechanics of particles and systems (70-XX) 2 Mechanics of deformable solids (74-XX) 2 Relativity and gravitational theory (83-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geometry (51-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Quantum theory (81-XX) Citations by Year