STAT 549-001: Functional Data Analysis and Wavelets

Wavelets in Statistics and their Applications

This list does not want to be exhaustive

Statistically oriented textbooks

Statistical Modeling by Wavelets, by Brani Vidakovic (John Wiley & Sons, 1999).
This is the textbook for the course, it covers a wide range of applications.
Essential Wavelets for Statistical Applications and Data Analysis, by Todd Ogden (Springer Verlag, 1996).
Todd graduated from Texas A&M, the book covers some of the applications of wavelets
Wavelets and Other Orthogonal Systems, by Gilbert Walter and Xiaoping Shen (Chapman & Hall/CRC, 2001).
Emphasis is on orthogonal systems and series expansions
Bayesian Inference in Wavelet Based Models, Peter Mueller and Brani Vidakovic editors (Springer Verlag, 2000).
A collection of papers on Bayesian approaches
Wavelets and Statistics, Anestis Antoniadis and Georges Oppenheim editors (Springer Verlag, 1995).
An older collection of papers
Wavelet Methods for Time Series Analysis, by D.B. Percival and A.T. Walden (Cambridge University Press, 2000).
Practical Time-Frequency Analysis: Gabor and Wavelet Transforms with an Implementation in S, by Rene Carmona, Wen-Liang Hwang and Bruno Torresani (Academic Press, 1998).
Somewhat statistically oriented
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, by Ramazan Gencay, Faruk Selcuk and Brandon Whitcher (Academic Press, 2002).

Wavelet theory

Ten Lectures on Wavelets, by Ingrid Daubechies (SIAM, 1992).
All you want to know about the mathematical details of wavelets
Wavelets and Operators, by Yves Meyer (Cambridge University Press, 1994).
Another great book on wavelet theory
Different Perspectives on Wavelets, Ingrid Daubechies editor,
Proceedings of Symposia in Applied Mathematics (American Mathematical Society)

Signal processing

Wavelets and Subband Coding, by Martin Vetterli and Jelena Kovacevic (Prentice Hall, 1995).
Wavelets and Filter Banks, by Gilbert Strang and Truong Nguyen (Wellesley-Cambridge Press, 1996).
A Wavelet Tour of Signal Processing, by Stephane Mallat (Academic Press, 1999).
Introduction to Wavelets and Wavelet Transforms: A Primer, by C.S. Burrus, R.A. Gopinath and H. Gu (Prentice Hall, 1999).
Time-Frequency/Time-Scale Analysis, by Patrick Flandrin (Academic Press, 1999).
Signal Processing with Fractals: A Wavelet-Based Approach, by Gregory Wornell (Prentice Hall, 1996).

Applications

Wavelets: Algorithms & Applications, by Yves Meyer (SIAM, 1994).
A collection of papers, on signal and image processing and fractals
Wavelets in Geophysics, Efi Foufoula-Georgiou and Praveen Kumar editors (Academic Press, 1994).
A collection of papers, on the analysis of intermittent turbolence, seismic data and hydraulic conductivity
Wavelet Applications in Chemical Engineering, Rodolphe Motard and Babu Joseph editors
(Kluwer Academic Publishers, 1994). A collection of papers
Wavelets in Medicine and Biology, Akram Aldroubi and Michael Unser editors (CRC Press, 1996).
A collection of papers, mainly on image analysis