%0 Journal Article
%J IEEE Transactions on Information Theory
%D 2013
%T Decorrelation Property of Discrete Wavelet Transform Under Fixed-Domain Asymptotics
%A Chang,Xiaohui
%A Stein,Michael L.
%K Supply Chain
%X Theoretical aspects of the decorrelation propertyof the discrete wavelet transform when applied to stochastic processes have been studied exclusively from the increasing-domain perspective, in which the distance between neighboring observations stays roughly constant as the number of observations increases. To understand the underlying data-generating process and to obtain good interpolations, fixed-domain asymptotics, in which the number of observations increases in a fixed region, is often more appropriate than increasing-domain asymptotics. In the fixed-domain setting, we prove that, for a general class of inhomogeneous covariance functions, with suitable choice of wavelet filters, the wavelet transform of a nonstationary process has mostly asymptotically uncorrelated components.
%B IEEE Transactions on Information Theory
%V 59
%P 8001-8013
%8 2013
%G eng
%2 a
%4 99245598720
%$ 99245598720