Decorrelation of Wavelet Coefficients for Long-Range Dependent Processes

DOI10.1109/TIT.2007.894679zbMATH Open1314.94022MaRDI QIDQ3548293FDOQ3548293

Piotr Wojdyłło, Jan Mielniczuk

Publication date: 21 December 2008

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

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zbMATH Keywords

long-range dependencespectral densitydecorrelationwavelet coefficients

Mathematics Subject Classification ID

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

Cited In (7)

• A wavelet-based joint estimator of the parameters of long-range dependence
• Asymptotic Decorrelation of Wavelet Packet Transform for Certain Long-Memory Processes
• Title not available (Why is that?)
• Modelling priority queuing systems with varying service capacity
• Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes
• Long-range Dependence: Revisiting Aggregation with Wavelets
• On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes

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