Department of Statistics, The Ohio State University
Statistics and Biostatistics Colloquium Series

An Introduction to the Wavelet Variance and Its Statistical Properties.

Prof. Donald Percival
Applied Physics Laboratory, University of Washington

3:30PM - Thursday, November 4, 2004
Room 170, Eighteenth Avenue Bldg. (EA 170)

ABSTRACT

The wavelet variance is a scale-based decomposition of the process variance for a time series that has been used, for example, to analyze time deviations in atomic clocks, variations in soil properties in agricultural plots, accumulation of snow fields in the polar regions and marine atmospheric boundary layer turbulence. In this talk we will provide a basic introduction to the ideas behind the wavelet variance and will then discuss the statistical properties of its estimators based upon a sampled time series.