Percival, Donald B.; Walden, Andrew T. Wavelet methods for time series analysis. (English) Zbl 1129.62080 Cambridge: Cambridge University Press (ISBN 0-521-68508-7/pbk). xxv, 594 p. (2006). See the review of the hardcover edition from 2000, Zbl 0963.62079. Cited in 36 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 42C40 Nontrigonometric harmonic analysis involving wavelets and other special systems 62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics 62P35 Applications of statistics to physics 94A12 Signal theory (characterization, reconstruction, filtering, etc.) 62M15 Inference from stochastic processes and spectral analysis Citations:Zbl 0963.62079 PDFBibTeX XMLCite \textit{D. B. Percival} and \textit{A. T. Walden}, Wavelet methods for time series analysis. Cambridge: Cambridge University Press (2006; Zbl 1129.62080)