Wavelet-vaguelette decomposition of spatiotemporal random fields

DOI10.1007/s00477-006-0062-5zbMath1268.60073OpenAlexW2034339834MaRDI QIDQ1001498

R. Fernández-Pascual, José M. Angulo, María D. Ruiz-Medina

Publication date: 18 February 2009

Published in: Stochastic Environmental Research and Risk Assessment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00477-006-0062-5

zbMATH Keywords

waveletsorthogonal expansionsstochastic evolution equationsanomalous diffusion processesspatiotemporal random fields

Mathematics Subject Classification ID

Random fields (60G60) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Diffusion processes (60J60) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Functional denoising and reconstruction of fractal image sequences ⋮ Spatiotemporal filtering from fractal spatial functional data sequence

Cites Work

• Unnamed Item
• Unnamed Item
• Spatio-temporal wavelet transforms for digital signal analysis
• Spatio-temporal filtering using wavelets
• Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
• Wavelet-based functional reconstruction and extrapolation of fractional random fields
• Multi-resolution approximation to the stochastic inverse problem
• Wavelet estimator of long-range dependent processes.