ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES

DOI10.1142/S0219691304000627zbMath1095.94008MaRDI QIDQ5697080

T. R. Downie

Publication date: 17 October 2005

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

waveletsthresholdingHaar waveletchange point analysisnon-decimated wavelet transform

Mathematics Subject Classification ID

Applications of statistics (62P99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60)

Related Items (1)

Jump detection in high-frequency financial data using wavelets

Cites Work

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• Change-points in nonparametric regression analysis
• Asymptotically minimax estimation of a function with jumps
• Ten Lectures on Wavelets
• Wavelet Thresholding via A Bayesian Approach
• Ideal spatial adaptation by wavelet shrinkage
• Detecting Abrupt Changes by Wavelet Methods
• Jump and sharp cusp detection by wavelets
• Noise reduction by wavelet thresholding

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