Modeling heavy-tailed correlated noise with wavelet packet basis functions

DOI10.1016/S0378-3758(02)00326-9MaRDI QIDQ1869103zbMATH OpenFDO

Authors Paul Gendron, Balgobin Nandram

Publication date 9 April 2003

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(02)00326-9

zbMATH Keywords

Environmental monitoringHeavy tailsScoringStudent's \(t\) distributionWavelet packet bases

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Numerical methods for wavelets (65T60) Hydrology, hydrography, oceanography (86A05)

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Cites work

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• Entropy-based algorithms for best basis selection
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• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
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• Parametric Empirical Bayes Inference: Theory and Applications
• THE METHOD OF FREQUENCY-MOMENTS AND ITS APPLICATION TO TYPE VII POPULATIONS
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Cited in

(2)

• Reduction of correlated noise using a library of orthonormal bases
• Student's t vector random fields with power-law and log-law decaying direct and cross covariances

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