Some distributional properties of the continuous wavelet transform of random processes

DOI10.1109/18.669179MaRDI QIDQ4400327zbMATH OpenOpenAlexFDO

Authors R. Averkamp, Christian Houdré

Publication date 31 January 1999

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

Full work available at URL https://doi.org/10.1109/18.669179

zbMATH Keywords

fractional Brownian fieldsrandom fieldsrandom processeswavelet transform

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Numerical methods in Fourier analysis (65T99)

Recommendations

• On the continuous wavelet transform of second-order random processes
• A note on the discrete wavelet transform of second-order processes
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• Wavelet spectrum and its characterization property for random processes
• Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes

Cited in

(15)

• Covariance and spectral properties of the wavelet transform and discrete wavelet coefficients of second-order random fields
• Wavelet analysis and covariance structure of some classes of non-stationary processes
• The wavelet transform of distributions
• Intermittent process analysis with scattering moments
• scientific article; zbMATH DE number 4096499 (Why is no real title available?)
• A note on the discrete wavelet transform of second-order processes
• Moments of random fields and their wavelet transforms
• Wavelet spectrum and its characterization property for random processes
• On the continuous wavelet transform of second-order random processes
• Structural and hidden properties of 1D point processes: a wavelet-based study
• scientific article; zbMATH DE number 2217059 (Why is no real title available?)
• Smooth wavelet transforms of distributions and random fields
• Construction of stationary self-similar generalized fields by random wavelet expansion
• Gaussian approximation for the moving averaged modulus wavelet transform and its variants
• Confinement of the infrared divergence for the Mumford process

This page was built for publication: Some distributional properties of the continuous wavelet transform of random processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4400327)