# haarfisz

Haar-Fisz estimation of evolutionary wavelet spectra. We propose a new Haar-Fisz’ technique for estimating the time-varying, piecewise constant local variance of a locally stationary Gaussian time series. We apply our technique to the estimation of the spectral structure in the locally stationary wavelet model. Our method combines Haar wavelets and the variance stabilizing Fisz transform. The resulting estimator is mean square consistent, rapidly computable and easy to implement, and performs well in practice. We also introduce the Haar-Fisz transform’, a device for stabilizing the variance of scaled $chi^2$-data and bringing their distribution close to Gaussianity.

## Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

## References in zbMATH (referenced in 17 articles , 1 standard article )

Showing results 1 to 17 of 17.
Sorted by year (citations)