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A wavelet model for quasi-periodic signals


Consider a complex-valued signal. Its logarithm can e observed as a two-dimensional time series. The first one represents the signal log-amplitude and the second one, the signal phase. If we suppose a slowly varying set of parameters we have the so-called quasi-periodic signal. Paul Eilers and his collaborators have tackled this problem y spline smoothing. We propose the analysis by wavelet methods. We can foresee the following advantages: coefficient sparsity; computational efficiency; and optimal minimax rates. We are going tio compare the proposed method to several proposals available. Comparisons are going to be done y data analysis, simulation studies and theoretical properties. (AU)

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