Decorrelation of wavelet coefficients for long-range dependent processes

IEEE Transactions on Information Theory

Volumn 53, Issue 5, 2007, Pages 1879-1883

  Mielniczuk, Jan ^a   Wojdłłyo, Piotr ^b  

^a INSTITUTE OF COMPUTER SCIENCE   (Poland)

^b INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Decorrelation; Long range dependence; Spectral density; Wavelet coefficients

Indexed keywords

COVARIANCE MATRIX; GAUSSIAN NOISE (ELECTRONIC); SPECTRAL DENSITY; WAVELET TRANSFORMS;

AUTOREGRESSIE MOVING AVERAGE PROCESS; WAVELET COEFFICIENTS;

INFORMATION THEORY;

EID: 34248381393     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2007.894679     Document Type: Article

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