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 -