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Wavelets And Time‐Dependent Spectral Analysis

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  • M. B. Priestley

Abstract

. One of the key features of wavelet analysis is its potential use for effecting time‐frequency decompositions of non‐stationary signals. The relationship between wavelet analysis and time‐dependent spectral analysis has so far rested mainly on heuristic reasoning:in this paper we examine the relationship in a more precise mathematical form. A crucial feature of this analysis is the need to define carefully the notion of “frequency” when applied to non‐stationary signals.

Suggested Citation

  • M. B. Priestley, 1996. "Wavelets And Time‐Dependent Spectral Analysis," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(1), pages 85-103, January.
    • Handle: RePEc:bla:jtsera:v:17:y:1996:i:1:p:85-103
    DOI: 10.1111/j.1467-9892.1996.tb00266.x
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    Cited by:

    1. Crowley, Patrick M. & Maraun, Douglas & Mayes, David, 2006. "How hard is the euro area core? An evaluation of growth cycles using wavelet analysis," Bank of Finland Research Discussion Papers 18/2006, Bank of Finland.

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