Modeling heavy-tailed correlated noise with wavelet packet basis functions

DOI10.1016/S0378-3758(02)00326-9zbMath1032.62082MaRDI QIDQ1869103

Balgobin Nandram, Paul Gendron

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Student's \(t\) distributionHeavy tailsScoringEnvironmental monitoringWavelet packet bases

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Hydrology, hydrography, oceanography (86A05) Numerical methods for wavelets (65T60) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances

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