Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Application of orthogonal and other special functions (94A11)
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- scientific article; zbMATH DE number 1085990
- scientific article; zbMATH DE number 733443
Cites work
- scientific article; zbMATH DE number 1085990 (Why is no real title available?)
- scientific article; zbMATH DE number 802858 (Why is no real title available?)
- scientific article; zbMATH DE number 5040166 (Why is no real title available?)
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Bayesian automatic polynomial wavelet regression
- Empirical Bayes selection of wavelet thresholds
- Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment
- Ideal spatial adaptation by wavelet shrinkage
- Introduction to time series analysis and forecasting
- Polynomial boundary treatment for wavelet regression
- Robust estimation for boundary correction in wavelet regression
- Robust forecasting with exponential and Holt-Winters smoothing
- The Role of Pseudo Data for Robust Smoothing with Application to Wavelet Regression
- Wavelet estimation of an unknown function observed with correlated noise
- Wavelet thresholding for non-necessarily Gaussian noise: idealism
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