Long-range Dependence: Revisiting Aggregation with Wavelets
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Publication:3838303
DOI10.1111/1467-9892.00090zbMath0910.62080OpenAlexW2152444960MaRDI QIDQ3838303
Darryl Veitch, Patrick Flandrin, Patrice Abry
Publication date: 27 October 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00090
aggregationmultiresolution analysisself-similaritywavelet transformlong-range dependencesecond order stationary process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
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