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Long-Memory Processes, the Allan Variance and Wavelets · Study

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ChapterLong-Memory Processes, the Allan Variance and Wavelets

Donald B. Percival1994

Chapter1994

Long-Memory Processes, the Allan Variance and Wavelets

Donald B. Percival · Peter M. Guttorp

123 citations·0/0 files stored·Wavelet analysis and its applications

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Complex Systems and Time Series Analysis Mathematical Analysis and Transform Methods Time Series Analysis and Forecasting

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References

1968Fractional Brownian Motions, Fractional Noises and Applications 1989Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource 1997Statistics for Long-Memory Processes 1969Computer Experiments With Fractional Gaussian Noises: Part 1, Averages and Variances 1938An empirical law describing heterogeneity in the yields of agricultural crops 1992Statistical Methods for Data with Long-Range Dependence

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2002Testing for homogeneity of variance in time series: Long memory, wavelets, and the Nile River 2017Time-localized wavelet multiple regression and correlation 2000Wavelet estimation of a local long memory parameter

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Year1994

Typechapter

Published1994-01-01

VenueWavelet analysis and its applications

ISSN-L1874-608X

Languageen

Citations123

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/b978-0-08-052087-2.50018-9

openalex_workW1598649019

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