An algorithm of generating random number by wavelet denoising method and its application

DOI10.1007/S00180-021-01117-ZMaRDI QIDQ2135847zbMATH OpenOpenAlexFDO

Authors Zhou Xiaohui, Gu Guiding

Publication date 10 May 2022

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-021-01117-z

zbMATH Keywords

Monte Carlo methodwavelet transformwhite noise

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical methods for wavelets (65T60)

Recommendations

• Algorithm 712: A normal random number generator
• Rectangles algorithm for generating normal variates
• A fast normal random number generator
• Generation of Gaussian distributed random numbers by using a numerical inversion method
• Wavelet-based random densities

Cites work

• Asymptotic normality for wavelet deconvolution density estimators
• Biorthogonal wavelet on a logarithm curve \(\mathbb{C}\)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 6311338 (Why is no real title available?)
• Ten Lectures on Wavelets
• Wavelet analysis on some smooth surface with nonzero constant Gaussian curvature
• Wavelet transform on regression trend curve and its application in financial data

Cited in

(2)

• A modified method of generating \(Z\)-number based on OWA weights and maximum entropy
• Wavelet Monte Carlo: a principle for sampling from complex distributions

This page was built for publication: An algorithm of generating random number by wavelet denoising method and its application

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2135847)