Wavelets in Statistics

Autores

  • Pedro A. Morettin Department of Statistics, University of Sao Paulo

DOI:

https://doi.org/10.11606/resimeusp.v3i2.74872

Palavras-chave:

Fourier analysis, Nonparametric regression

Resumo

In this paper we give the main uses of wavelets in statistics, with emphasis in time series analysis. We include the fundamental work on non parametric regression, which motivated the development of techniques used in the estimation of the spectral density of stationary processes and of the evolutionary spectrum of locally stationary processes.

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Como Citar

Wavelets in Statistics. (2014). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 3(2), 211-272. https://doi.org/10.11606/resimeusp.v3i2.74872