On parallelism in the ensemble sense between time-series models and discrete wavelet transforms of stochastic signals

DOI10.1109/82.842119zbMATH Open1003.94008OpenAlexW2115972858MaRDI QIDQ2732948FDOQ2732948

Authors: Dušan Veselinović, Daniel Graupe 

Publication date: 4 September 2001

Published in: IEEE Transactions on Circuits and Systems. II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/82.842119

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zbMATH Keywords

ARMA modelstime series modelsstochastic signalswavelet transformswavelet transform coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

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