Books

1. D. B. Percival and A. T. Walden (2020), Spectral Analysis for Univariate Time Series. Cambridge, England: Cambridge University Press.

2. D. B. Percival and A. T. Walden (2000), Wavelet Methods for Time Series Analysis. Cambridge, England: Cambridge University Press.

3. D. B. Percival and A. T. Walden (1993), Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques. Cambridge, England: Cambridge University Press.

Contributions to Books

1. D. Mondal and D. B. Percival (2012), `Slepian Wavelet Variances for Regularly and Irregularly Sampled Time Series,' Chapter 38 in Statistical Challenges in Modern Astronomy V (Lecture Notes in Statistics, Volume 209), edited by E. D. Feigelson and G. J. Babu, New York: Springer, pp. 403-418.

2. D. B. Percival and D. Mondal (2012), `A Wavelet Variance Primer,' Chapter 22 in Time Series Analysis: Methods and Applications (Handbook of Statistics, Volume 30), edited by T. Subba Rao, S. Subba Rao and C. R. Rao, Amsterdam: Elsevier, pp. 623-657.

3. D. B. Percival (2008), `Analysis of Geophysical Time Series Using Discrete Wavelet Transforms: An Overview,' in Nonlinear Time Series Analysis in the Geosciences - Applications in Climatology, Geodynamics, and Solar-Terrestrial Physics, edited by R. V. Donner and S. M. Barbosa. Berlin/Heidelberg: Springer, pp. 61-79. Download draft in PDF (205,210 bytes); Summary

4. S. Ghosh, J. Beran, S. Heiler, D. B. Percival and W. Tinner (2007), `Memory, Non-Stationarity and Trend: Analysis of Environmental Time Series,' in A Changing World: Challenges for Landscape Research, edited by F. Kienast, O. Wildi and S. Ghosh. New York: Springer, pp. 233-57.

5. D. B. Percival, J. E. Overland and H. O. Mofjeld (2004), `Modeling North Pacific Climate Time Series,' in Time Series Analysis and Applications to Geophysical Systems, edited by D. R. Brillinger, E. A. Robinson and F. P. Schoenberg, volume 139 in the series The IMA Volumes in Mathematics and its Applications . New York: Springer, pp. 151-67. Download draft fn PDF (211,350 bytes) or PostScript (1,518,734 bytes); Summary

6. D. B. Percival (2002), `Wavelets,' in Encyclopedia of Environmetrics (Volume 4), edited by A. H. El-Shaarawi and W. W. Piegorsch. Chichester, England: John Wiley & Sons, pp. 2338-51. Download draft in PDF (266,876 bytes).

7. P. F. Craigmile and D. B. Percival (2002), `Wavelet-Based Trend Detection and Estimation,' in Encyclopedia of Environmetrics (Volume 4), edited by A. H. El-Shaarawi and W. W. Piegorsch. Chichester, England: John Wiley & Sons, pp. 2334-8. Download draft in PDF (230,188 bytes).

8. P. F. Craigmile, D. B. Percival and P. Guttorp (2001), `The Impact of Wavelet Coefficient Correlations on Fractionally Differenced Process Estimation,' European Congress of Mathematics (Barcelona, July 10-14, 2000), Volume II, edited by C. Casacuberta, R. M. Miro-Roig, J. Verdera and S. Xambo-Descamps. Basel, Switzerland: Birkhauser Verlag, pp. 591-9. Download draft (NRCSE Technical Report #49) in PDF (242,696 bytes); Summary.

9. D. B. Percival, S. Sardy and A. C. Davison (2001), `Wavestrapping Time Series: Adaptive Wavelet-Based Bootstrapping,' in Nonlinear and Nonstationary Signal Processing, edited by W. J. Fitzgerald, R. L. Smith, A. T. Walden and P. C. Young. Cambridge, England: Cambridge University Press, pp. 442-70.

10. D. B. Percival (1994), `Spectral Analysis of Univariate and Bivariate Time Series,' in Statistical Methods for Physical Science, edited by J. L. Stanford and S. B. Vardeman, a volume in the series Methods of Experimental Physics. New York: Academic Press, pp. 313-48. Download draft in PDF (403,557 bytes). Download data (47,299 bytes) used as an example in this article from StatLib.

11. D. B. Percival and P. Guttorp (1994), `Long-Memory Processes, the Allan Variance and Wavelets,' in Wavelets in Geophysics, edited by E. Foufoula-Georgiou and P. Kumar, a volume in the series Wavelet Analysis and Its Applications (series edited by C. Chui). New York: Academic Press, pp. 325-44. Download draft in PDF (280,141 bytes). Download data (62,008 bytes) used as an example in this article from StatLib.

12. D. B. Percival (1994), `An Introduction to Spectral Analysis and Wavelets,' in Advanced Mathematical Tools in Metrology, edited by P. Ciarlini, M. G. Cox, R. Monaco and F. Pavese, volume 16 in the series Advances in Mathematics for Applied Sciences. Singapore: World Scientific, pp. 175-86. Download draft in gzipped PostScript (505,674 bytes) or PDF (158,904 bytes).