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Details of Grant 

EPSRC Reference: GR/K70236/01
Title: WAVELET METHODS IN STATISTICS
Principal Investigator: Nason, Professor G
Other Investigators:
Silverman, Professor Sir B
Researcher Co-Investigators:
Project Partners:
Unilever
Department: Mathematics
Organisation: University of Bristol
Scheme: Standard Research (Pre-FEC)
Starts: 01 February 1996 Ends: 31 October 1999 Value (£): 127,365
EPSRC Research Topic Classifications:
Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
R&D
Related Grants:
Panel History:  
Summary on Grant Application Form
Wavelet analysis is a rapidly developing methodology which is finding applications and consequences in many areas of mathematics, science and engineering. From a statistical point of view there has been considerable amount of theory developed for wavelets, but their practical potential has not yet been fully realised and understood. The general area of wavelet analysis in statistics is extremely relevant to a wide range of potential users because of the interplay of theoretical and practical ideas in an interdisciplinary context, aiming towards soundly based methodology of wide-ranging practical applicability.We aim to develop specific new wavelet-based methodologies for a variety of statistical problems, to investigate them both theoretically and by their application in a number of practical contexts, and to develop user-friendly and relevant software. Emphasis will be placed on problems of curve and surface estimation and on the `spectral analysis' of non-stationary time series and processes. Particular aspects of wavelets considered will include a stationary wavelet transform, wavelet library methods and multiple wavelets, in addition to the standard discrete wavelet transform.
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Further Information:  
Organisation Website: http://www.bris.ac.uk