Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms (Q5959123): Difference between revisions
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scientific article; zbMATH DE number 1722262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms |
scientific article; zbMATH DE number 1722262 |
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Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms (English)
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24 September 2002
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The authors study nonstationary random sequences with wide-sense stationary increments/ jumps. Using wavelet theory, they develop a perfect reconstruction-quadrature mirror filter structure in order to obtain a stationarization theorem of the considered random sequences. Some examples (fractional Brownian motion process, nonstationary signals generated by autoregressive integrated moving average models) demonstrate this stationarization of stochastic sequences.
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nonstationary random sequence
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correlation matrix
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wide-sense stationary increments
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stationarization of stochastic sequences
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wavelet transform
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quadrature mirror filter
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