On the continuous wavelet transform of second-order random processes

DOI10.1109/18.382010MaRDI QIDQ4836890zbMATH OpenOpenAlexFDO

Authors Stamatis Cambanis, Christian Houdré

Publication date 21 June 1995

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.382010

zbMATH Keywords

stationaritywavelet transformself-similarityrandom processesperiodic correlationharmonizability

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) General second-order stochastic processes (60G12) Self-similar stochastic processes (60G18)

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Cited in

(15)

• Second order Shannon wavelet approximation of C^2-functions
• The Marlet wavelet density degree of the two-order polynomial stochastic processes
• A Wiener-Wintner theorem for \(1/f\) power spectra.
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• scientific article; zbMATH DE number 2217059 (Why is no real title available?)
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• Moments of random fields and their wavelet transforms
• A note on the discrete wavelet transform of second-order processes
• Wavelet spectrum and its characterization property for random processes
• A wavelet characterization of continuous-time periodically correlated processes with application to simulation
• Empirical Testing Of The Infinite Source Poisson Data Traffic Model
• Gaussian approximation for the moving averaged modulus wavelet transform and its variants
• An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
• Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms
• Wavelet decomposition of harmonizable random processes

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