Wavelet-based estimation with multiple sampling rates

DOI10.1214/009053604000000751zbMath1056.62043arXivmath/0503669MaRDI QIDQ1766122

Hall, Peter, Spiridon I. Penev

Publication date: 28 February 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503669

zbMATH Keywords

bandwidth; adaptive estimation; primary resolution level; threshold; high frequency; digital recording; online analysis; online signal recovery; sampling rule

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G05: Nonparametric estimation

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

65T60: Numerical methods for wavelets

62B10: Statistical aspects of information-theoretic topics