Denoising Based on Multivariate Stochastic Volatility Modeling of Multiwavelet Coefficients

DOI10.1109/TSP.2013.2279077MaRDI QIDQ4578803zbMATH OpenOpenAlexFDO

Authors Seyyed Hamed Fouladi, Mohammadehsan Hajiramezanali, Hamidreza Amindavar, James A. Ritcey, Payman Arabshahi

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2013.2279077

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for wavelets (65T60) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(2)

• Correspondence between multiwavelet shrinkage and nonlinear diffusion
• Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus

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