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Proceedings Paper

Uses of cumulants in wavelet analysis
Author(s): David R. Brillinger
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Paper Abstract

Cumulants are useful in studying nonlinear phenomena and in developing (approximate) statistical properties of quantities computed from random process data. Wavelet analysis is a powerful tool for the approximation and estimation of curves and surfaces. This work considers wavelets and cumulants, developing some sampling properties of wavelet fits to a signal in the presence of additive stationary noise via the calculus of cumulants. Of some concern is the construction of approximate confidence bounds around a fit. Both linear and shrunken wavelet estimates are considered. Extensions to spatial processes, irregularly observed processes and long memory processes are discussed. The usefulness of the cumulants lies in their employment to develop some of the statistical properties of the estimates.

Paper Details

Date Published: 28 October 1994
PDF: 17 pages
Proc. SPIE 2296, Advanced Signal Processing: Algorithms, Architectures, and Implementations V, (28 October 1994); doi: 10.1117/12.190825
Show Author Affiliations
David R. Brillinger, Univ. of California/Berkeley (United States)

Published in SPIE Proceedings Vol. 2296:
Advanced Signal Processing: Algorithms, Architectures, and Implementations V
Franklin T. Luk, Editor(s)

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