Estimating deformations of stationary processes

DOI10.1214/aos/1074290327zbMath1052.62086OpenAlexW2017405736WikidataQ61733483 ScholiaQ61733483MaRDI QIDQ1430911

Maureen Clerc, Stephane Mallat

Publication date: 27 May 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1074290327

zbMATH Keywords

waveletsinverse problemnonstationary processesfrequency modulationwarpingspectrogramscalogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of statistics to physics (62P35)

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Cites Work

• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Shape from texture for smooth curved surfaces in perspective projection
• Reducing non-stationary stochastic processes to stationarity by a time deformation
• Extrema of the Distributions of Quadratic Forms of Gaussian Variables
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