On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes

DOI10.1109/TIT.2002.807309MaRDI QIDQ4679933zbMATH OpenOpenAlexFDO

Authors Yanqin Fan

Publication date 31 May 2005

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

Full work available at URL https://doi.org/10.1109/tit.2002.807309

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical methods for wavelets (65T60)

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Cited in

(13)

• On some properties of autoregressive wavelet coefficients
• On the residual correlation of finite-dimensional discrete Fourier transforms of stationary signals (Corresp.)
• A wavelet solution to the spurious regression of fractionally differenced processes
• Asymptotic Decorrelation of Between-Scale Wavelet Coefficients
• UNIT ROOT TESTS WITH WAVELETS
• Double-wavelet transform for multi-subject resting state functional magnetic resonance imaging data
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• Asymptotic Decorrelation of Wavelet Packet Transform for Certain Long-Memory Processes
• A wavelet Whittle estimator of generalized long-memory stochastic volatility
• Errors-in-variables estimation with wavelets
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• Decay properties of the discrete wavelet transform in \(n\) dimensions with independent dilation parameters

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