Stationarizing Two Classes of Nonstationary Processes by Wavelet

Zhongjie Xie · Acta Scicentiarum Naturalum Universitis Pekinesis · 2004

The main purpose 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 difference property,the authors show that after wavelet transformation,the fractionally differenced process and the harmonizable periodically correlated process may be changed into stationary processes.

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