the mean is roughly constant but the second moment (autocorrelation) does not depend only on the time lag $tau$. Correct me if I am wrong in the above statement.
Anyway as you see I have high frequency noise components and I would like to clean it but avoiding any sort of phase lag introduced by a filter. What can I do to achive my purpose? I thought of using wavelets to extract the coefficients and then reconstruct the signal, but maybe there is a more efficient and correct way of doing it.
Can you also provide with a link/guide to code this in python?