Stationarization of stochastic sequences with wide-sense stationary increments or jumps by discrete wavelet transforms
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Publication:5959123
DOI10.1016/S0016-0032(97)00068-9zbMath0993.60036MaRDI QIDQ5959123
Publication date: 24 September 2002
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0016-0032(97)00068-9
wavelet transform; quadrature mirror filter; correlation matrix; nonstationary random sequence; stationarization of stochastic sequences; wide-sense stationary increments
60G12: General second-order stochastic processes
65T60: Numerical methods for wavelets
94A11: Application of orthogonal and other special functions
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