Pub. Date:
Cambridge University Press
Wavelet Methods for Time Series Analysis

Wavelet Methods for Time Series Analysis

by Donald B. Percival, Andrew T. Walden


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Product Details

ISBN-13: 9780521685085
Publisher: Cambridge University Press
Publication date: 01/31/2006
Series: Cambridge Series in Statistical and Probabilistic Mathematics Series , #4
Edition description: New Edition
Pages: 622
Product dimensions: 6.97(w) x 9.96(h) x 1.26(d)

Table of Contents

1. Introduction to wavelets; 2. Review of Fourier theory and filters; 3. Orthonormal transforms of time series; 4. The discrete wavelet transform; 5. The maximal overlap discrete wavelet transform; 6. The discrete wavelet packet transform; 7. Random variables and stochastic processes; 8. The wavelet variance; 9. Analysis and synthesis of long memory processes; 10. Wavelet-based signal estimation; 11. Wavelet analysis of finite energy signals; Appendix. Answers to embedded exercises; References; Author index; Subject index.

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