Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms

DOI10.1016/S0016-0032(97)00068-9zbMath0993.60036OpenAlexW1982875812MaRDI QIDQ5959123

Bing-Fei Wu, Yu-Lin Su

Publication date: 24 September 2002

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0016-0032(97)00068-9

zbMATH Keywords

wavelet transformquadrature mirror filtercorrelation matrixnonstationary random sequencestationarization of stochastic sequenceswide-sense stationary increments

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Numerical methods for wavelets (65T60) Application of orthogonal and other special functions (94A11)

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