Wilson, Rebecca E.; Eckley, Idris A.; Nunes, Matthew A.; Park, Timothy A wavelet-based approach for imputation in nonstationary multivariate time series. (English) Zbl 1475.62067 Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021). MSC: 62-08 62D10 62M10 PDFBibTeX XMLCite \textit{R. E. Wilson} et al., Stat. Comput. 31, No. 2, Paper No. 18, 18 p. (2021; Zbl 1475.62067) Full Text: DOI
Eckley, Idris A.; Nason, Guy P. Spectral correction for locally stationary Shannon wavelet processes. (English) Zbl 1282.62210 Electron. J. Stat. 8, 184-200 (2014). MSC: 62M15 62M10 65C60 62P12 PDFBibTeX XMLCite \textit{I. A. Eckley} and \textit{G. P. Nason}, Electron. J. Stat. 8, No. 1, 184--200 (2014; Zbl 1282.62210) Full Text: DOI Euclid
Gott, Aimee N.; Eckley, Idris A. A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum. (English) Zbl 1327.62465 Commun. Stat., Simulation Comput. 42, No. 2, 393-406 (2013). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{A. N. Gott} and \textit{I. A. Eckley}, Commun. Stat., Simulation Comput. 42, No. 2, 393--406 (2013; Zbl 1327.62465) Full Text: DOI
Killick, R.; Eckley, I. A.; Jonathan, P. A wavelet-based approach for detecting changes in second order structure within nonstationary time series. (English) Zbl 1337.62269 Electron. J. Stat. 7, 1167-1183 (2013). MSC: 62M10 42C40 62M07 62P12 PDFBibTeX XMLCite \textit{R. Killick} et al., Electron. J. Stat. 7, 1167--1183 (2013; Zbl 1337.62269) Full Text: DOI Euclid