JSM Activity #292

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Activity ID:  292
Title Room
Computational Wavelet Methods M-Copenhagen
Date / Time Sponsor Type
08/08/2001    2:00 PM  -  3:50 PM Section on Statistical Computing*, ENAR Invited
Organizer: Brandon Whitcher, National Center for Atmospheric Research
Chair: Brandon Whitcher, National Center for Atmospheric Research
Discussant:  
Floor Discussion 3:35 PM
Description

Wavelet-based models provide efficient representations of nonstationarity and also have computatoinal advantages. This session gives recent research that exploits these two features.
  300083  By:  Mark Jensen 2:05 PM 08/08/2001
Bayesian Inference of Long-Memory Dependence in Volatility via Wavelets

  300084  By:  Brani Vidakovic 2:35 PM 08/08/2001
Wavelet-Based Denoising of Self-Similar Processes with Time-Varying Hurst Exponent: Applications in Geophysics

  300085  By:  Alberto Contreras-Cristan 3:05 PM 08/08/2001
Wavelet Packet Thresholding and Spectrum Estimation

JSM 2001

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Revised March 2001