Covariance Structure of Wavelet Coefficients: Theory and Models in a Bayesian Perspective
DOI10.1111/1467-9868.00214zbMATH Open0940.62023OpenAlexW2140626344MaRDI QIDQ4935296FDOQ4935296
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
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Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)
Cited In (22)
- Nonparametric Bayesian data analysis
- CAPM with fuzzy returns and hypothesis testing
- Visualization and inference based on wavelet coefficients, SiZer and SiNos
- Bayesian nonparametric shrinkage applied to Cepheid star oscillations
- Fast wavelet-based stochastic simulation using training images
- Wavelet estimation by Bayesian thresholding and model selection
- Inducing normality from non-Gaussian long memory time series and its application to stock return data
- Wavelet estimation of a base-line signal from repeated noisy measurements by vertical block shrinkage.
- Bayesian spatial and spatiotemporal models based on multiscale factorizations
- Poisson inverse problems
- Empirical Bayes approach to block wavelet function estimation
- Empirical study of wavelet domain image joint statistics and proposition of an efficient correlation map
- Adaptive wavelet decompositions of stationary time series
- Multivariate Bayes Wavelet shrinkage and applications
- Directed wavelet covariance
- Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
- Posterior inference for sparse hierarchical non-stationary models
- Wavelet-based Functional Mixed Models
- A wavelet-based Bayesian approach to regression models with long memory errors and its application to fMRI data
- Title not available (Why is that?)
- Deep state-space Gaussian processes
- Additive cubic spline regression with Dirichlet process mixture errors
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