Wavelet analysis of one order linear stochastic system
Abstract
Time series model is a sort of important stochastic system, and is a useful stochastic process in practices. In this paper, we use wavelet alternation to study one order linear stochastic system. We investigate its relative properties, stationary properties under the Haar wavelet, density and wavelet expansion.
Copyright © 2014 Ting Dai. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Cite this article
T. Dai, Wavelet analysis of one order linear stochastic system, J. Math. Comput. Sci. 4 (2014), 67–72.
BibTeX
@article{Dai2014,
author = {Dai, Ting},
title = {Wavelet analysis of one order linear stochastic system},
journal = {J. Math. Comput. Sci.},
volume = {4},
year = {2014},
pages = {67--72},
doi = {}
}