Wavelet shrinkage for regression models with random design and correlated errors

Extraction of a signal in the presence of stochastic noise via wavelet shrinkage has been studied under assumptions that the noise is independent and identically distributed (IID) and that the samples are equispaced (evenly spaced in time). Previous work has relaxed these assumptions either to allow...

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Bibliographische Detailangaben
Veröffentlicht in:Brazilian Journal of Probability and Statistics. - Brazilian Statistical Association. - 30(2016), 4, Seite 614-652
1. Verfasser: Porto, Rogério (VerfasserIn)
Weitere Verfasser: Morettin, Pedro, Percival, Donald, Aubin, Elisete
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2016
Zugriff auf das übergeordnete Werk:Brazilian Journal of Probability and Statistics
Schlagworte:Mathematics Biological sciences Applied sciences Physical sciences