Wavelet estimation of an unknown function observed with correlated noise

DOI10.1080/03610910903443972MaRDI QIDQ5305508zbMATH OpenOpenAlexFDO

Authors Xue Wang, Andrew T. A. Wood

Publication date 22 March 2010

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://kar.kent.ac.uk/37207/1/Wavelet%20estimation%20of%20an%20unknown%20function%20observed%20with%20correlated%20noise.pdf

zbMATH Keywords

Bayes block shrinkagecorrelation structureDurbin-Levinson algorithminnovations algorithmpseudo likelihood estimation

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for wavelets (65T60)

Recommendations

• scientific article; zbMATH DE number 1085990
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise
• Theory & Methods: Tree‐based wavelet regression for correlated data using the minimum description length principle
• Wavelet shrinkage for regression models with random design and correlated errors
• scientific article; zbMATH DE number 1271134

Cited in

(6)

• Modeling heavy-tailed correlated noise with wavelet packet basis functions
• Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise
• scientific article; zbMATH DE number 1085990 (Why is no real title available?)
• Theory & Methods: Tree‐based wavelet regression for correlated data using the minimum description length principle
• Recovering a function with discontinuities from correlated data
• Asymptotically sufficient statistics in nonparametric regression experiments with correlated noise

This page was built for publication: Wavelet estimation of an unknown function observed with correlated noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5305508)