A wavelet analysis for time series

被引：0
|
作者：
Chiann, C [1 ]
Morettin, PA [1 ]
机构：
[1] Univ Sao Paulo, Dept Stat, BR-05508900 Sao Paulo, Brazil
来源：
JOURNAL OF NONPARAMETRIC STATISTICS | 1999年 / 10卷 / 01期
关键词：
time series; wavelets; wavelet periodogram; wavelet spectrum; wavelet transform;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we develop a wavelet spectral analysis for a stationary discrete process. Some basic ideas on wavelets are given and the concept of wavelet spectrum is introduced. Asymptotic properties of the discrete wavelet transform of a sample of observed values from the process are derived and the wavelet periodogram is considered as an estimator of the wavelet spectrum. Applications to real and simulated series are given.
引用
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页码：1 / 46
页数：46
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