Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously

DOI10.1016/J.JKSS.2012.02.008MaRDI QIDQ459481zbMATH OpenOpenAlexFDO

Authors P. Fryzlewicz

Publication date 13 October 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2012.02.008

zbMATH Keywords

waveletsthresholdingvolatilitybreakpoint detectiontime-threshold mapsunbalanced Haar

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Graphical methods in statistics (62A09) Numerical methods for wavelets (65T60)

Cites work

• scientific article; zbMATH DE number 1215245 (Why is no real title available?)
• scientific article; zbMATH DE number 5247145 (Why is no real title available?)
• Atomic Decomposition by Basis Pursuit
• Local extremes, runs, strings and multiresolution. (With discussion)
• Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets

Describes a project that uses

Uses Software

• ftnonpar
• PDCO

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