Table of Contents
1.1 FOURIER VERSUS WAVELET ANALYSIS
1.4 IDENTIFICATION OF STRUCTURAL BREAKS
1.6 AGGREGATE HETEROGENEITY AND TIMESCALES
1.7 MULTISCALE CROSS-CORRELATION
2.3 FILTERS IN THE FREQUENCY DOMAIN
Chapter 3: OPTIMUM LINEAR ESTIMATION
3.2 THE WIENER FILTER AND ESTIMATION
3.3 RECURSIVE FILTERING AND THE KALMAN FILTER
3.4 PREDICTION WITH THE KALMAN FILTER
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