A theory of wavelet representation and decomposition for a general stochastic process
Cheng, B; and Tong, Howell
(1996)
A theory of wavelet representation and decomposition for a general stochastic process.
In:
Athens Conference on Applied Probability and Time Series: Time Series Analysis in Memory of E.J. Hannan.
Springer Berlin / Heidelberg, New York, USA, pp. 115-129.
ISBN 9780387947877
| Item Type | Chapter |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 04 Jul 2008 08:54 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6394 |