Wavelets in Statistics

Authors

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

DOI:

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

Keywords:

Fourier analysis, Nonparametric regression

Abstract

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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Issue

Vol. 3 No. 2 (1997)

Section

Contents

How to Cite

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