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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.

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
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