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

"Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with full solutions provided in the Appendix - allow use of the book for self-guided study; additional exercises can be used in a classroom setting. A Web site gives access to the time series and w...

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Bibliographic Details
Online Access: Full Text (via Cambridge)
Main Authors: Percival, Donald B. (Author), Walden, Andrew T. (Author)
Format: eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2000.
Series:Cambridge series on statistical and probabilistic mathematics.
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.