Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram
Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram
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Publisher
United States: Public Library of Science
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Language
English
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Publisher
United States: Public Library of Science
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Contents
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 method works by combining the advantages of a Haar-...
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Full title
Bayesian Wavelet Shrinkage of the Haar-Fisz Transformed Wavelet Periodogram
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TN_cdi_plos_journals_1719288622
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_plos_journals_1719288622
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ISSN
1932-6203
E-ISSN
1932-6203
DOI
10.1371/journal.pone.0137662
