Computer Modeling of Irregularly Spaced Signals. Statistical Properties of the Wavelet Approximation Using a Compact Weight Function
The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the statistically correct expressions for the least squares approximations with an additional weight function are compared with that obtained using the bootstrap method.
astro-ph.IM↗