Stationarizing two classes of nonstationary processes by wavelet

Abstract

The main purpose of this paper is to discuss the stationarity of two classes of nonstationary processes after wavelet transformations. Owing to the fact that the wavelet transformation possesses localization and implicit differencing property, the authors show that after wavelet transformation, the fractionally differenced process and the harmonizable periodically correlated process may be changed into stationary processes.

Keywords

nonstationary / stationarizing / wavelet / 37A50

References

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