Wavelet methods for time series analysis

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:
Time-series analysis.
Wavelets (Mathematics)
Online Access:Table of contents
Publisher description
Holy Cross Note:"First paperback edition, 2006. Reprinted ... 2008."
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.

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