Independent multiresolution component analysis and matching pursuit
From MaRDI portal
Publication:951876
DOI10.1016/S0167-9473(02)00217-7zbMath1429.62386MaRDI QIDQ951876
Publication date: 4 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
multiresolution analysisfinancial time seriesfeature detectionmatching pursuitovercomplete dictionariesindependent and sparse componentslatent variable systems
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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Uses Software
Cites Work
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