EconPapers    
Economics at your fingertips  
 

The Study of 1-order Processes through Haar Wavelet

Xuewen Xia

Journal of Statistical and Econometric Methods, 2013, vol. 2, issue 2, 3

Abstract: D-order processes is a sort of important stochastic processes, it is a class of useful stochastic processes in practices, its study is very value. In this paper, we study 1-order processes using haar wavelet and wavelet transform on R. We study its some properties and wavelet expansion.

Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.scienpress.com/Upload/JSEM%2fVol%202_2_3.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spt:stecon:v:2:y:2013:i:2:f:2_2_3

Access Statistics for this article

More articles in Journal of Statistical and Econometric Methods from SCIENPRESS Ltd
Bibliographic data for series maintained by Eleftherios Spyromitros-Xioufis ().

 
Page updated 2025-03-20
Handle: RePEc:spt:stecon:v:2:y:2013:i:2:f:2_2_3