scientific article; zbMATH DE number 1470722
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Publication:4488348
discrete wavelet transformsfiltersfinite energy signallong memory processesorthogonal transformssignal estimationwavelet filterswavelet variance
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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- scientific article; zbMATH DE number 1944703 (Why is no real title available?)
- Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
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