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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.
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