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Wavelet Methods for Time Series Analysis

Donald B. Percival and Andrew T. Walden
Publisher: 
Cambridge University Press
Publication Date: 
2006
Number of Pages: 
594
Format: 
Paperback
Series: 
Cambridge Series in Statistical and Probabilistic Mathematics
Price: 
50.00
ISBN: 
0521640687
Category: 
Monograph
We do not plan to review this book.

 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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