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 ().