LuSTruM: Locally Stationary Time Series and Multiscale Methods for Statistics

Nason, Guy P (Principal Investigator)

Status	Finished
Effective start/end date	1/04/13 → 31/03/18

Structured keywords

Anaesthesia Pain and Critical Care

13 Article (Academic Journal)
1 Comment/debate (Academic Journal)

Practical powerful wavelet packet tests for second-order stationarity
Cardinali, A. & Nason, G. P., May 2018, In: Applied and Computational Harmonic Analysis. 44, 3, p. 558-583 26 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
12 Citations (Scopus)

631 Downloads (Pure)
A wavelet lifting approach to long-memory estimation
Knight, M. I., Nason, G. P. & Nunes, M. A., Nov 2017, In: Statistics and Computing. 27, 6, p. 1453-1471 19 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
15 Citations (Scopus)

342 Downloads (Pure)
Case study: shipping trend estimation and prediction via multiscale variance stabilisation
Michis, A. A. & Nason, G. P., 18 Nov 2017, In: Journal of Applied Statistics. 44, 15, p. 2672-2684 13 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
4 Citations (Scopus)

334 Downloads (Pure)

1 Fellowship awarded competitively

EPSRC Fellowship - Locally Stationary Time Series and Multiscale Methods for Statistics (LuSTruM).
Guy P Nason (Recipient)
1 Apr 2013 → 1 Apr 2018
Activity: Other activity types › Fellowship awarded competitively