Asymptotic Decorrelation of Between-Scale Wavelet Coefficients

DOI10.1109/TIT.2004.842575zbMath1297.62191MaRDI QIDQ3546736

Donald B. Percival, Peter F. Craigmile

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

time series analysisdiscrete wavelet transform (DWT)Daubechies wavelet filtersfractionally differenced (FD) processesprocesses with stationary differences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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