Wavelet spectrum and its characterization property for random processes

DOI10.1109/TIT.2002.804046MaRDI QIDQ4677614zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li, Hee-Seok Oh

Publication date 11 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.2002.804046

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(8)

• Statistical properties of the wavelet decomposition of certain non-Gaussian self-similar processes
• The wavelet analysis method of stationary random processes
• Spectral analysis of randomly scattered signals using the wavelet transform
• Wavelets and stochastic processes
• Spectral representation and estimation for locally stationary wavelet processes
• Large deviation spectra based on wavelet leaders
• Some distributional properties of the continuous wavelet transform of random processes
• Gaussian approximation for the moving averaged modulus wavelet transform and its variants

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