Wavelet methods for time series analysis / Donald B. Percival, Andrew T. Walden.

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Bibliographic Details
Main Author: Percival, Donald B.
Other Authors: Walden, Andrew T.
Format: Book
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2000.
Series:Cambridge series on statistical and probabilistic mathematics ; [4].
Subjects:

MARC

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504 |a Includes bibliographical references (pages 552-564) and indexes. 
505 0 |a Introduction to wavelets -- Review of Fourier theory and filters -- Orthonormal transforms of time series -- The discrete wavelet transform -- The maximal overlap discrete wavelet transform -- The discrete wavelet packet transform -- Random variables and stochastic processes -- The wavelet variance -- Analysis and synthesis of long memory processes -- Wavelet-based signal estimation -- Wavelet analysis of finite energy signals. 
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830 0 |a Cambridge series on statistical and probabilistic mathematics ;  |v [4].  |0 http://id.loc.gov/authorities/names/n96064948. 
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