DocumentCode
1367226
Title
Some distributional properties of the continuous wavelet transform of random processes
Author
Averkamp, R. ; Houdré, C.
Author_Institution
Inst. fur Math. Stochastik, Freiburg Univ., Germany
Volume
44
Issue
3
fYear
1998
fDate
5/1/1998 12:00:00 AM
Firstpage
1111
Lastpage
1124
Abstract
Without finite moment conditions, some properties of random processes, such as stationarity and self-similarity, are characterized via corresponding properties of their wavelet transform. Anyone of these distributional properties of the wavelet transform characterizes the corresponding property of the increments of the random process, of order equal to the order of regularity of the analyzing wavelet. Extensions of these results to random fields are then indicated
Keywords
random processes; signal processing; statistical analysis; wavelet transforms; analyzing wavelet regularity; continuous wavelet transform; distributional properties; finite moment conditions; identification; random fields; random processes; self-similarity; signal analysis; stationarity; wavelet transform; Continuous wavelet transforms; Discrete wavelet transforms; Linear systems; Mathematics; Polynomials; Random processes; Signal analysis; Stochastic processes; Wavelet analysis; Wavelet transforms;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.669179
Filename
669179
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