..................................................................................................................... iii ÖZ ..................................................................................................................................... iv DEDICATION .................................................................................................................. iv ACKNOW...

In this paper we study cyclical patterns by applying multivariate wavelet analysis. The wavelet covariance and wavelet correlation are defined and applied to the analysis of business cycles as an alternative to the traditional cross-spectrum analysis. The main findings for Slovenia are that there is a significant business cycle component in aggregate economic activity. Business cycles are asymm...

Wavelet Packet Transforms (WPT) is a particular linear combinations of wavelet, now becoming an efficient tool for signal analysis. Compared with the normal wavelet analysis, it has special abilities to achieve higher discrimination by analyzing the higher frequency domains of a signal. The frequency domains divided by the wavelet packet can be easily selected and classified according to the ch...

In this paper, based on the theory of wavelet transform, presents several new estimation method of time varying long memory parameters, and gives the consistency and asymptotic properties of estimators of these new methods. Finally, this paper studies the behavior of small samples of non-stationary long memory process, gives the reference solution of some factors selected which can affect the a...

Wavelet transform and distributional wavelet transform are used to obtain the solution of few integral equations in this paper.