Covariance Structure of Wavelet Coefficients: Theory and Models in a Bayesian Perspective

DOI10.1111/1467-9868.00214MaRDI QIDQ4935296zbMATH OpenOpenAlexFDO

Authors Marina Vannucci, Fabio Corradi

Publication date 17 July 2000

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00214

zbMATH Keywords

correlation structurewavelet coefficientswavelet shrinkage

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cited in

(23)

• Visualization and inference based on wavelet coefficients, SiZer and SiNos
• Empirical Bayes approach to block wavelet function estimation
• Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage.
• Nonparametric Bayesian data analysis
• Directed wavelet covariance
• Empirical study of wavelet domain image joint statistics and proposition of an efficient correlation map
• Deep state-space Gaussian processes
• Posterior inference for sparse hierarchical non-stationary models
• Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
• Bayesian nonparametric shrinkage applied to Cepheid star oscillations
• Inducing normality from non-Gaussian long memory time series and its application to stock return data
• Wavelet-based Functional Mixed Models
• Multivariate Bayes Wavelet shrinkage and applications
• A wavelet-based Bayesian approach to regression models with long memory errors and its application to fMRI data
• scientific article; zbMATH DE number 1405819 (Why is no real title available?)
• Additive cubic spline regression with Dirichlet process mixture errors
• Adaptive wavelet decompositions of stationary time series
• Bayesian spatial and spatiotemporal models based on multiscale factorizations
• Multiscale SUR estimation of systematic risk
• Fast wavelet-based stochastic simulation using training images
• CAPM with fuzzy returns and hypothesis testing
• Poisson inverse problems
• Wavelet estimation by Bayesian thresholding and model selection

Describes a project that uses

Uses Software

• WavBox 4

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