On Some Properties of Autoregressive Wavelet Coefficients Academic Article uri icon


  • In this article, we discuss several properties of filters corresponding to orthogonal wavelets. In particular, we are interested in the behavior of odd-lagged autocorrelations of some standard wavelet families as well as the design of wavelets conforming to autocorrelation constraints. Two interesting empirical properties of wavelet filter autocorrelations are illustrated.

published proceedings

  • Current Development in Theory and Applications of Wavelets

author list (cited authors)

  • Nicolis, O., & Vidakovic, B.

complete list of authors

  • Nicolis, O||Vidakovic, B

publication date

  • April 2009