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dc.contributor.authorAbramovich, F.en
dc.contributor.authorBailey, T. C.en
dc.contributor.authorSapatinas, Theofanisen
dc.creatorAbramovich, F.en
dc.creatorBailey, T. C.en
dc.creatorSapatinas, Theofanisen
dc.date.accessioned2019-12-02T10:33:17Z
dc.date.available2019-12-02T10:33:17Z
dc.date.issued2000
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/56334
dc.description.abstractIn recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the applied statistician rather than a research novelty. With that in mind, this paper gives a relatively accessible introduction to standard wavelet analysis and provides a review of some common uses of wavelet methods in statistical applications. It is primarily orientated towards the general statistical audience who may be involved in analysing data where the use of wavelets might be effective, rather than to researchers who are already familiar with the field. Given that objective, we do not emphasize mathematical generality or rigour in our exposition of wavelets and we restrict our discussion to the more frequently employed wavelet methods in statistics. We provide extensive references where the ideas and concepts discussed can be followed up in greater detail and generality if required. The paper first establishes some necessary basic mathematical background and terminology relating to wavelets. It then reviews the more well-established applications of wavelets in statistics including their use in nonparametric regression, density estimation, inverse problems, changepoint problems and in some specialized aspects of time series analysis. Possible extensions to the uses of wavelets in statistics are then considered. The paper concludes with a brief reference to readily available software packages for wavelet analysis.en
dc.sourceJournal of the Royal Statistical Society Series D: The Statisticianen
dc.source.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-0001849748&doi=10.1111%2f1467-9884.00216&partnerID=40&md5=d7671b4dd1e8aefcbbf45a73ce33ff50
dc.subjectNonparametric regressionen
dc.subjectSignal processingen
dc.subjectInverse problemsen
dc.subjectFourier analysisen
dc.subjectTime series analysisen
dc.subjectWavelet analysisen
dc.subjectChangepoint analysisen
dc.subjectDensity estimationen
dc.subjectSpectral density estimationen
dc.titleWavelet analysis and its statistical applicationsen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1111/1467-9884.00216
dc.description.volume49
dc.description.issue1
dc.description.startingpage1
dc.description.endingpage29
dc.author.facultyΣχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.departmentΤμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtypeArticleen
dc.description.notes<p>Cited By :108</p>en
dc.source.abbreviationJ.R.Stat.Soc.Ser.D Stat.en
dc.contributor.orcidSapatinas, Theofanis [0000-0002-6126-4654]
dc.gnosis.orcid0000-0002-6126-4654


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