The Stationary Wavelet Transform and some Statistical Applications

GP Nason, BW Silverman

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Abstract

Wavelets are of wide potential use in statistical contexts. The basics of the discrete wavelet transform are reviewed using a filter notation that is useful subsequently in the paper. A ‘stationary wavelet transform’, where the coefficient sequences are not decimated at each stage, is described. Two different approaches to the construction of an inverse of the stationary wavelet transform are set out. The application of the stationary wavelet transform as an exploratory statistical method is discussed, together with its potential use in nonparametric regression. A method of local spectral density estimation is developed. This involves extensions to the wavelet context of standard time series ideas such as the periodogram and spectrum. The technique is illustrated by its application to data sets from astronomy and veterinary anatomy.
Translated title of the contributionThe stationary wavelet transform and some statistical applications
Original languageEnglish
Title of host publicationWavelets and Statistics
PublisherSpringer, New York, NY
Chapter17
Pages281-300
Number of pages20
ISBN (Electronic)9781461225447
ISBN (Print)9780387945644
DOIs
Publication statusPublished - 1995

Publication series

NameLecture Notes in Statistics
Volume103
ISSN (Print)0930-0325

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