Wavelets in probability and statistics -- a review on recent advances

zbMath1076.42026MaRDI QIDQ2574479

Heung Wong, Wai-Cheung Ip, Zhong-Jie Xie

Publication date: 21 November 2005

Published in: Chinese Science Bulletin (Search for Journal in Brave)

zbMATH Keywords

wavelets; wavelet variance; nonlinear modeling; time varying spectral analysis

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

60G12: General second-order stochastic processes