Adaptive wavelet decompositions of stationary time series

DOI10.1111/j.1467-9892.2010.00656.xzbMath1224.60071OpenAlexW2123373478MaRDI QIDQ5391314

Gustavo Didier, Vladas Pipiras

Publication date: 6 April 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00656.x

zbMATH Keywords

waveletssimulationmaximum likelihood estimationlong memoryfast wavelet transformzero momentsscaling and wavelet filters

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Point estimation (62F10) Stationary stochastic processes (60G10)

Related Items (5)

Tempered fractional Brownian motion: wavelet estimation, modeling and testing ⋮ Wavelet eigenvalue regression in high dimensions ⋮ Integral representations and properties of operator fractional Brownian motions ⋮ Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence ⋮ On the wavelet-based simulation of anomalous diffusion

Uses Software

• longmemo

Cites Work

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