Decorrelation of Wavelet Coefficients for Long-Range Dependent Processes

DOI10.1109/TIT.2007.894679MaRDI QIDQ3548293zbMATH OpenFDO

Authors Jan Mielniczuk, Piotr Wojdyłło

Publication date 21 December 2008

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

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)

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• Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes
• A wavelet-based joint estimator of the parameters of long-range dependence
• Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
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• Long-range Dependence: Revisiting Aggregation with Wavelets
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• On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes
• Modelling for the wavelet coefficients of ARFIMA processes
• Asymptotic Decorrelation of Wavelet Packet Transform for Certain Long-Memory Processes
• Wavelets for time series analysis -- a survey and new results
• Modelling priority queuing systems with varying service capacity

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