Methodology: Introduction to Wavelet Analysis
Francis In, Sangbae Kim · WORLD SCIENTIFIC eBooks · 2012
AbstractThe following sections are included:IntroductionFourier Analysis and Spectral AnalysisFourier analysisSpectral analysis2Comparison between Fourier transform and wavelet transformWavelet AnalysisContinuous wavelet transformDiscrete wavelet transformMaximal overlap discrete wavelet transformBoundary conditionWavelet Variance, Covariance and CorrelationWavelet varianceWavelet covariance and correlationWavelet cross covariance and correlationLong Memory Estimation Using Wavelet AnalysisDefinitions of long memoryWavelet ordinary least squareApproximate maximum-likelihood estimation of the long memory parameterAnother estimation method of the long memory parameter