Asymptotic Decorrelation of Between-Scale Wavelet Coefficients (Q3546736)
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scientific article; zbMATH DE number 5454238
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| English | Asymptotic Decorrelation of Between-Scale Wavelet Coefficients |
scientific article; zbMATH DE number 5454238 |
Statements
Asymptotic Decorrelation of Between-Scale Wavelet Coefficients (English)
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21 December 2008
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Daubechies wavelet filters
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discrete wavelet transform (DWT)
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fractionally differenced (FD) processes
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processes with stationary differences
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time series analysis
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0.8677630424499512
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0.8631818890571594
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0.8321537971496582
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0.8043957948684692
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