On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes

DOI10.1109/TIT.2002.807309zbMath1063.94510OpenAlexW2134787383MaRDI QIDQ4679933

Yanqin Fan

Publication date: 31 May 2005

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

Full work available at URL: https://doi.org/10.1109/tit.2002.807309

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

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