01379nas a2200157   4500008004100000245008800041210006900129260000900198300001400207490000700221520079900228653002301027100001901050700002301069856012901092       2013                        eng d00aDecorrelation Property of Discrete Wavelet Transform Under Fixed-Domain Asymptotics0 aDecorrelation Property of Discrete Wavelet Transform Under Fixed  c2013  a8001-80130 v593 aTheoretical aspects of the decorrelation property of the discrete wavelet transform when applied to stochastic processes have been studied exclusively from the increasing-domain perspective, in which the distance between neighboring observations stays roughly constant as the number of observations increases. To understand the underlying data-generating process and to obtain good interpolations, fixed-domain asymptotics, in which the number of observations increases in a fixed region, is often more appropriate than increasing-domain asymptotics. In the fixed-domain setting, we prove that, for a general class of inhomogeneous covariance functions, with suitable choice of wavelet filters, the wavelet transform of a nonstationary process has mostly asymptotically uncorrelated components.10aBusiness Analytics1 aChang, Xiaohui1 aStein, Michael, L.  uhttps://dev.business.oregonstate.edu/biblio/decorrelation-property-discrete-wavelet-transform-under-fixed-domain-asymptotics