Wavelet Techniques in Time Series Analysis with an Application to Space Physics
Several wavelet techniques in the analysis of time series are developed and applied to real data sets. Methods for long-memory models include wavelet-based confidence intervals for the self-similarity para meter in potentially heavy-tailed observations. Empirical coverage probabilities are used to a...
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| Format: | Others |
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DigitalCommons@USU
2006
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| Online Access: | https://digitalcommons.usu.edu/etd/7125 https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=8230&context=etd |