小波分析是目前国际上公认的最新的时间 频率分析工具。由于其“自适应性”和“数学显微镜”性质而成为许多学科共同关注的焦点 ,“它与分形理论、神经网络联合互补 ,对当今自然科学产生巨大的冲击力和推动作用〔1〕”。本文就近几年小波分析在统计理论中的应用作一简要综述。 Wavelet analysis is currently the most recognized international time frequency analysis tool. Due to its “adaptability” and “mathematical microscope” nature, it has become the focus of much attention in many disciplines. “It and the fractal theory and the neural network are mutually complementary and have a tremendous impact on and impetus to today’s natural sciences [1].” This paper gives a brief review of the application of wavelet analysis in statistical theory in recent years.