On estimation of the wavelet variance (Q4851512)

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scientific article; zbMATH DE number 804238
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English
On estimation of the wavelet variance
scientific article; zbMATH DE number 804238

    Statements

    title
    On estimation of the wavelet variance (English)
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    author
    Donald P. Percival
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    published in
    Biometrika
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    publication date
    10 October 1995
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    zbMATH Keywords
    fractional difference
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    wavelet variance
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    time series
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    discrete wavelet transform
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    maximal-overlap estimator
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    filtering
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    large sample distribution
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    approximate confidence interval
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    Monte Carlo
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    Identifiers

    zbMATH DE Number
    804238
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