Gencays book Introduction to wavelets

sojohan · October 5th, 2004, 11:59 am

Hi,Have anybody read Gencay book on Wavelets? What is your opinion?Regards,Sojohan

WilmottBookshop · October 5th, 2004, 12:06 pm

An Introduction to Wavelets and Other Filtering Methods in Finance and Economics by Ramazan Gencay, Brandon Whitcher & Faruk Selcuk

PinballWizard · October 5th, 2004, 12:59 pm

It's a pretty good reference. It brings together a lot of disparate information. It doesn't require much prior knowledge of signal processing as it provides good introductory material. Given the lack of good references (at an intro level) on wavelets, I found this book very useful.