Wavelets for time series analysis - a survey and new results

Jan Mielniczuk; Piotr Wojdyłło

Control and Cybernetics (2005)

  • Volume: 34, Issue: 4, page 1093-1125
  • ISSN: 0324-8569

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Mielniczuk, Jan, and Wojdyłło, Piotr. "Wavelets for time series analysis - a survey and new results." Control and Cybernetics 34.4 (2005): 1093-1125. <http://eudml.org/doc/209391>.

@article{Mielniczuk2005,
author = {Mielniczuk, Jan, Wojdyłło, Piotr},
journal = {Control and Cybernetics},
keywords = {decorrelation property; spectral density; time series; FGN; fractional autoregressive integrated moving average; FARIMA; long-range dependence; fractional Gaussian noise; Hurst exponent},
language = {eng},
number = {4},
pages = {1093-1125},
title = {Wavelets for time series analysis - a survey and new results},
url = {http://eudml.org/doc/209391},
volume = {34},
year = {2005},
}

TY - JOUR
AU - Mielniczuk, Jan
AU - Wojdyłło, Piotr
TI - Wavelets for time series analysis - a survey and new results
JO - Control and Cybernetics
PY - 2005
VL - 34
IS - 4
SP - 1093
EP - 1125
LA - eng
KW - decorrelation property; spectral density; time series; FGN; fractional autoregressive integrated moving average; FARIMA; long-range dependence; fractional Gaussian noise; Hurst exponent
UR - http://eudml.org/doc/209391
ER -

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