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

Saved in:
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:
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.