Local spectral analysis using wavelet packets

DOI10.1007/BF01201975zbMath0990.65009OpenAlexW1982722347MaRDI QIDQ5953485

Jun Yu, Stefan Karlsson

Publication date: 19 August 2002

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01201975

zbMATH Keywords

multiresolution analysisspectral estimationtime seriesspectrumwavelet transformwavelet packetssecond-order stationary processwavelet packet spectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

Uses Software

• S+WAVELETS

Cites Work

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