| Wavelets in probability and statistics——A review in recent advances |
| |
| 作者单位： | XIE Zhongjie(School of Mathematical Sciences, Peking University, Beijing 100871,China);Heung Wong,Wai-Cheung IP(Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China)
|
| |
| 摘 要： |
|
| 收稿时间： | 2002-01-09 |
Wavelets in probability and statistics—A review in recent advances |
| |
| Authors: | Zhongjie Xie Heung Wong Ip Wai-Cheung |
| |
| Institution: | (1) School of Mathematical Sciences, Peking University, 100871 Beijing, China;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China |
| |
| Abstract: | The main purpose of this paper is to give a review on recent advances of wavelet in probability and statistics. Many interesting new ideas, new results and new methods are introduced in this review. From many aspects of this paper, probability and statistics researchers may rind many new interesting research topics for further studying on wavelets in stochastic processes. New results, such as K- stationarity, wavelet representation of Karhunen processes,hidden periodicities analysis by wavelet approach, heteroscedasticity in wavelet regression, wavelets and neural networks, etc. are introduced in this paper. Comments, discussions and plentiful references are also involved in this review.`` |
| |
| Keywords: | wavelets K-stationarity time varying spectral analysis nonlinear modeling wavelet variance |
| 本文献已被 万方数据 SpringerLink 等数据库收录！ |
| 点击此处可从《中国科学通报(英文版)》浏览原始摘要信息 |
| 点击此处可从《中国科学通报(英文版)》下载免费的PDF全文 |
|
