In this paper we give the main uses of wavelets in statistics, with emphasis in time series analysis. We include the fundamental work on non parametric regression, which motivated the development of techniques used in the estimation of the spectral density of stationary processes and of the evolutionary spectrum of locally stationary processes.
CITATION STYLE
Arfaoui, S., Mabrouk, A. B., & Cattani, C. (2021). Wavelets in statistics. In Wavelet Analysis (pp. 137–162). Chapman and Hall/CRC. https://doi.org/10.1201/9781003096924-6
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