| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153871 | Statistics & Probability Letters | 2009 | 6 Pages |
Abstract
In this paper, we suggest to use wavelet packet bases as an alternative to the widely used principal component analysis in an estimation of the functional autoregressive processes. By extending the notion of the so-called non-standard form of operators representation, we search for the “best” basis on a criterion of highest correlation between pairs of wavelet packet coefficients.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Algirdas Laukaitis, Olegas Vasilecas, Ricardas Laukaitis,