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Wavelet Estimation of an Unknown Function Observed with Correlated Noise

Wang, Xue, Wood, Andrew T.A. (2010) Wavelet Estimation of an Unknown Function Observed with Correlated Noise. Communications in Statistics - Simulation and Computation, 39 (2). pp. 287-304. ISSN 0361-0918. (doi:10.1080/03610910903443972) (KAR id:37207)

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http://dx.doi.org/10.1080/03610910903443972

Abstract

In many practical applications of nonparametric regression, it is desirable to

on wavelet-based nonparametric function estimation and propose two distinct

time domain and the other based in the wavelet domain. Once the correlation

reconstructing the unknown signal; we focus here on the empirical Bayes block

described. Our numerical results indicate that the proposed methods do a good

job of reconstructing the signal even when the noise is highly correlated.

Item Type: Article
DOI/Identification number: 10.1080/03610910903443972
Uncontrolled keywords: Bayes block shrinkage; Correlation structure; Durbin-Levinson algorithm; innovations algorithm; pseudo likelihood estimation.
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Xue Wang
Date Deposited: 05 Dec 2013 11:50 UTC
Last Modified: 15 Apr 2020 03:05 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/37207 (The current URI for this page, for reference purposes)
Wang, Xue: https://orcid.org/0000-0002-1592-8704
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