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Commentary: Slepian Wavelet Variances for Regularly and Irregularly Samples Time Series

Conference paper
Part of the Lecture Notes in Statistics book series (LNS, volume 902)

Abstract

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.

Keywords

Power Spectrum Wavelet Power Spectrum Wavelet Variance Fourier Power Spectrum Stationary Point Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgements

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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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  1. 1.Planetary Systems Branch, NASA Ames Research CenterMoffett FieldUSA

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