Wavelet methods for time series analysis / Donald B. Percival, Andrew T. Walden.
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Main Author: | |
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Other Authors: | |
Format: | Book |
Language: | English |
Published: |
Cambridge ; New York :
Cambridge University Press,
2000.
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Series: | Cambridge series on statistical and probabilistic mathematics ;
[4]. |
Subjects: |
Table of Contents:
- 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.