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Seminar: Donald Percival

Statistics Seminar
November 4, 2004
All Day
209 W. Eighteenth Ave. (EA), Room 170

Title

An Introduction to the Wavelet Variance and Its Statistical Properties

Speaker

Dr. Donald Percival, Applied Physics Laboratory, University of Washington

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.