Commentary: Slepian Wavelet Variances for Regularly and Irregularly Samples Time Series
This commentary compares the wavelet variance described by Debashis Mondal and Don Percival with the Fourier power spectrum more familar to astronomers. Slepian Wavelets can also be used as tapers for spectral analysis in general, and I briefly describe the corresponding multi-taper estimation of power spectra and time-frequency distributions, demonstrated on the same data analyzed in their paper.
KeywordsPower Spectrum Wavelet Power Spectrum Wavelet Variance Fourier Power Spectrum Stationary Point Process
I am grateful to Debashis Mondal, Don Percival, and Joe Bredekamp and the NASA Applied Information Systems Research Program for encouragement and support.
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