Wavelets and stochastic processes

DOI10.1016/S0378-4754(99)00009-9MaRDI QIDQ1300496zbMATH OpenOpenAlexFDO

Authors I. Antoniou, Karl Gustafson

Publication date 4 April 2000

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4754(99)00009-9

zbMATH Keywords

ergodic theorywaveletstochastic processKolmogorov systemmultiresolution analysis

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic processes (60G99)

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Cited in

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• TIME-SHIFTS GENERALIZED MULTIRESOLUTION ANALYSIS OVER DYADIC-SCALING REDUCING SUBSPACES
• The time operator of the cusp map
• Unitary equivalence and translation representation in wavelet theory
• Age, innovations and time operator of networks
• Multiresolution approximation scale and time-shift subspaces
• Continued fractions, wavelet time operators, and inverse problems
• Tilings, scaling functions, and a Markov process
• A wavelet ``time-shift-detail decomposition
• Time operator of Markov chains and mixing times. Applications to financial data
• Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
• Orthogonal decompositions for wavelets
• REVERSED WAVELET FUNCTIONS AND SUBSPACES
• Modeling and forecasting exchange rate volatility in time-frequency domain
• scientific article; zbMATH DE number 1894459 (Why is no real title available?)
• DUAL-SHIFT DECOMPOSITION AND WAVELETS
• A discretized Tikhonov regularization method for a fractional backward heat conduction problem
• Wavelets and expectations: a different path to wavelets
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• Stochastic wavelets from minimizers of an uncertainty principle: an example
• Financial time operator for random walk markets
• The time operator of wavelets

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