Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes

DOI10.1016/S0165-1684(98)00240-0MaRDI QIDQ1292367zbMATHOpenAlexFDO

Authors Béatrice Pesquet-Popescu

Publication date 21 June 1999

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(98)00240-0

zbMATH Keywords

higher-order statistics\(\alpha\)-stable processesNon-stationary signalsLong-range dependenceSelf-similarityWavelet analysisLower-order statistics

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Wavelet transforms of self-similar processes
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• Some results on the wavelet packet decomposition of nonstationary processes
• scientific article; zbMATH DE number 913823
• scientific article; zbMATH DE number 1959500
• Wavelet estimation for locally self-similar processes
• Wavelet decomposition of harmonizable random processes
• On convergence of general wavelet decompositions of nonstationary stochastic processes
• Wavelet spectrum and its characterization property for random processes

Cited in

(13)

• Representation of \(1/f\) signal with wavelet bases.
• Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter
• Wavelet Fisher's information measure of \(1/f^\alpha\) signals
• Wavelet statistics of sparse and self-similar images
• Wavelet \(q\)-Fisher information for scaling signal analysis
• Second order structure of scale-space measurements
• Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
• scientific article; zbMATH DE number 1944327 (Why is no real title available?)
• Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
• Some results on the wavelet packet decomposition of nonstationary processes
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• 2D wavelet-based spectra with applications
• A study of wavelet analysis and data extraction from second-order self-similar time series

This page was built for publication: Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1292367)