Researchers in fields from ecology to neuroscience analyze correlations between pairs of time series, often working with nonstationary data, wherein statistical properties change over time. This ...

It also includes tools for handling dependence in excesses over a threshold and methods for managing nonstationary models. Inference for extreme quantiles is available for both stationary and ...

Abstract: A novel approach for decomposing a nonstationary signal into amplitude- and frequency-modulated (AM-FM) oscillations and discontinuous (jump) components is proposed. Current nonstationary ...