Wavelet analysis of matrix–valued time–series

DOI10.1098/rspa.2001.0866zbMath1010.62087OpenAlexW1968710617MaRDI QIDQ4545325

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Publication date: 15 August 2002

Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2001.0866

zbMATH Keywords

multi-resolution analysisapproximation accuracymatrix-valued filtersmatrix-valued time-seriesmatrix-valued wavelets

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

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