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Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram
It is increasingly being realised that many real world time series are not stationary and exhibit evolving second-order autocovariance or spectral structure. This article introduces a Bayesian approach for modelling the evolving wavelet spectrum of a locally stationary wavelet time series. Our new m...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2015
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4575102/ https://www.ncbi.nlm.nih.gov/pubmed/26381141 http://dx.doi.org/10.1371/journal.pone.0137662 |