Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting

Authors

Alessandro Cardinali, School of Engineering, Computing and Mathematics
Guy P. Nason, University of Bristol

ORCID

• Alessandro Cardinali: 0000-0002-8124-0211

DOI

10.1111/jtsa.12230

Publication Date

2017-01-01

Publication Title

Journal of Time Series Analysis

Volume

38

Issue

2

ISSN

0143-9782

First Page

151

Last Page

174

Recommended Citation

Cardinali, A., & Nason, G. (2017) 'Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting', Journal of Time Series Analysis, 38(2), pp. 151-174. Available at: 10.1111/jtsa.12230