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For any dilation matrix with integral entries A ∈ Rd×d, d ≥ 1, we construct two families of Parseval wavelet frames in L2(Rd). Both families have compact support and any desired number of vanishing moments. The first family has | detA| generators. The second family has any desired degree of regularity. For the members of this family, the number of generators depends on the dilation matrix A and the dimension d, but never exceeds | detA| + d. Our construction involves trigonometric polynomials developed by Heller to obtain refinable functions, the Oblique Extension Principle, and a slight generalization of a theorem of Lai and Stöckler.

We construct several families of tight wavelet frames in L2(R2)L2(R2) associated to the quincunx matrix. A couple of those families has five generators. Moreover, we construct a family of tight wavelet frames with three generators. Finally, we show families with only two generators. The generators have compact support, any given degree of regularity, and any fixed number of vanishing moments. Our construction is made in Fourier space and involves some refinable functions, the Oblique Extension Principle and a slight generalization of a theorem of Lai and Stöckler. In addition, we will use well known results on construction of tight wavelet frames with two generators on RR with the dyadic dilation. The refinable functions we use are constructed from the Daubechies low pass filters and are compactly supported. The main difference between these families is that while the refinable functions associated to the five generators have many symmetries, the refinable functions used in the construction of the others families are merely even. The first author was partially supported by MEC/MICINN grant #MTM2011-27998 (Spain).