Predictability of nonstationary time series using wavelet and EMD based ARMA models

A new look at the statistical model identification

Hirotugu Akaike · IEEE Transactions on Automatic Control · 1974 · 50.7K citations · Full text

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The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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A theory for multiresolution signal decomposition: the wavelet representation

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Time Series Analysis: Forecasting and Control

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Testing the null hypothesis of stationarity against the alternative of a unit root

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Social Sciences, Economics, Econometrics +9