ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES

DOI10.1142/S0219691304000627MaRDI QIDQ5697080zbMATH OpenFDO

Authors T. R. Downie

Publication date 17 October 2005

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219691304000627

zbMATH Keywords

change point analysisHaar waveletnon-decimated wavelet transformthresholdingwavelets

Mathematics Subject Classification ID

Applications of statistics (62P99) Numerical methods for wavelets (65T60) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Wavelets and estimation of discontinuous functions
• Detecting Abrupt Changes by Wavelet Methods
• De-noising by soft-thresholding
• Accurate discontinuity detection using limited resolution information
• Noise reduction by wavelet thresholding

Cites work

• Asymptotically minimax estimation of a function with jumps
• Change-points in nonparametric regression analysis
• Detecting Abrupt Changes by Wavelet Methods
• scientific article; zbMATH DE number 52869 (Why is no real title available?)
• scientific article; zbMATH DE number 914370 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Jump and sharp cusp detection by wavelets
• Noise reduction by wavelet thresholding
• Ten Lectures on Wavelets
• Wavelet Thresholding via A Bayesian Approach

Cited in

(3)

• Wavelets and estimation of discontinuous functions
• Discontinuity detection and thresholding -- A stochastic approach
• Jump detection in high-frequency financial data using wavelets

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