How to perform continuous wavelet transform in a sliding time window?

Hello everybody

Suppose I have some signal whose length is 1000 samples. I need to perform continuous wavelet transform of this signal using a sliding time window. For example, 500 samples of my signal are processed first, and then the remaining 500 samples. At the output, I should get the spectrum of the full signal (i.e., the combined samples).

My real signal is more than a million samples long. I would be very grateful for your help.