Weak stationarity of a time series with wavelet representation

DOI10.1007/BF03167380zbMath0822.60033OpenAlexW2044896182MaRDI QIDQ1894995

Syu-ji Kawasaki, Ritei Shibata

Publication date: 20 September 1995

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03167380

zbMATH Keywords

waveletweak stationarityKarhunen-Loève theorem

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10)

Related Items (3)

ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS ⋮ Inversion formula for diadic wavelet representation of second-order processes ⋮ Weak-stationarity conditions for wavelet processes

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• On multipliers preserving convergence of trigonometric series almost everywhere

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