Iain M. Johnstone, Bernard W. Silverman  Home/Search
Context Related
| stats.ox.ac.uk/~silverm...correlated.ps Cached: PS.gz PS PDF This document uses CoBlitz to cache paper downloads. If your firewall is blocking outgoing connections to port 3125, you can use these links to download local copies.
Image Update HelpPS.gz PS PDF From: stats.ox.ac.uk/~silverma...papers (more) (Enter author homepages) |
Rate this article:      (best)Comment on this article |
Abstract: Wavelet threshold estimators for data with stationary correlated noise are constructed by applying a level-dependent soft threshold to the coefficients in the wavelet transform. A variety of threshold choices are proposed, including one based on an unbiased estimate of mean squared error. The practical performance of the method is demonstrated on examples, including data from a neurophysiological context. The theoretical properties of the estimators are investigated by comparing them with... (Update)
Cited by: More
Unknown - (Correct)
Wavelet-Based Deconvolution Using - Optimally Regularized Inversion (Correct)
Nonlinear processing of a shift invariant DWT for noise.. - Lang Guo Odegard (Correct)
Similar documents (at the sentence level):
9.5%: Wavelet Threshold Estimators for Data With Correlated Noise - Johnstone, Silverman (1994) (Correct)
Active bibliography (related documents): More All
0.5: Regression Analysis for a Functional Response - Julian Faraway University (1997) (Correct)
0.5: Long-Memory versus Structural Breaks: An overview - Sibbertsen (2001) (Correct)
0.4: A Gaussian Correlation Inequality And Its Applications To Small.. - Li (1999) (Correct)
Similar documents based on text:
97.0: Unknown - (Correct)
Related documents from co-citation: More All
47: Adapting to unknown smoothness via wavelet shrinkage - Donoho, Johnstone - 1995
46: Ten Lectures on Wavelets (context) - Daubechies - 1992
37: Wavelet shrinkage: asymptopia - Donoho, Johnstone et al. - 1995
BibTeX entry: (Update)
JOHNSTONE, I.M. & SILVERMAN, B.W. (1997). Wavelet threshold estimators for data with correlated noise. J. R. Statist. Soc. B 59, 319--51. http://citeseer.ist.psu.edu/johnstone97wavelet.html More
@article{ johnstone97wavelet,
author = "I. M. Johnstone and B. W. Silverman",
title = "{W}avelet threshold estimators for data with correlated noise",
journal = "Journal of the Royal Statistical Society B",
volume = "59",
number = "2",
pages = "319--351",
year = "1997",
url = "citeseer.ist.psu.edu/johnstone97wavelet.html" }
Citations (may not include all citations):1064 A theory for multiresolution signal decomposition: the wavel.. (context) - Mallat - 1989
243 Ideal spatial adaptation via wavelet shrinkage (context) - Donoho, Johnstone - 1994
227 Adapting to unknown smoothness via wavelet shrinkage - Donoho, Johnstone - 1995
198 Wavelet shrinkage: Asymptopia - Donoho, Johnstone et al. - 1995
134 Minimax estimation via wavelet shrinkage - Donoho, Johnstone - 1997
122 Ondelettes, II: Op'erateurs (context) - Meyer, et - 1990
99 Nonlinear solution of linear inverse problems by wavelet-vag.. - Donoho - 1995
78 Translation-invariant denoising (context) - Coifman, Donoho - 1995
70 Littlewood-Paley Theory and the Study of Function Spaces (context) - Frazier, Jawerth et al. - 1991
70 Interpolating wavelet transforms - Donoho - 1992
66 Estimation of the mean of a multivariate normal distribution (context) - Stein - 1981
60 The discrete wavelet transform in S - Nason, Silverman - 1994
41 Probability Theory: Independence (context) - Chow, Teicher - 1978
39 Fitting time series models to nonstationary processes (context) - Dahlhaus - 1996
36 Multiresolution analysis (context) - Cohen, Daubechies et al. - 1992
32 Wavelet thresholding in anisotropic function classes and app.. - Neumann, von Sachs - 1996
30 Function estimation via wavelet shrinkage for long-memory da.. - Wang - 1996
29 Adaptive covariance estimation of locally stationary process.. - Mallat, Papanicolaou et al. - 1995
22 Weak convergence to fractional brownian motion and to the ro.. (context) - Taqqu - 1975
20 Wavelet thresholding techniques for power spectrum estimatio.. - Moulin - 1994
18 Spectral density estimation via nonlinear wavelet methods fo.. (context) - Neumann - 1996
10 On certain inequalities for normal distributions and their a.. (context) - Khatri - 1967
10 Choice of thresholds for wavelet estimation of the log spect.. (context) - Gao - 1993
9 Some uses of cumulants in wavelet analysis (context) - Brillinger - 1996
9 Biological signals that need detection: Currents through sin.. (context) - Eisenberg - 1994
8 Nonparametric regression with long-range dependence (context) - Hall, Hart - 1990
6 Uses of cumulants in wavelet analysis - Brillinger - 1994
5 Statistical Methods for Long Memory Processes (context) - Beran - 1994
5 Time-scale analyses and self-similar stochastic processes (context) - Flandrin - 1994
4 probability and statistics: some bridges (context) - Houdr'e - 1992
3 On multivariate normal probabilities of rectangles: their de.. (context) - Sid'ak - 1968
3 Wavelet smoothing of evolutionary spectra by non-linear thre.. - von Sachs, Schneider - 1996
3 Wavelet coefficients of a gaussian process and applications (context) - Istas - 1992
2 Nonparametric regression under long-range dependent errors (context) - Csorgo, Mielniczuk - 1993
2 Denoising non-gaussian noise by wavelet thresholding (context) - Averkamp, Houdr'e - 1996
2 Kernel regression with time series errors (context) - Hart - 1991
2 Tree-based estimation for time-dependent spectra for nonstat.. (context) - Adak - 1995
1 Asymptotically adaptive wavelet threshold selection for data.. (context) - Johnstone, Silverman - 1996
1 Persistence: A new statistic for characterizing ion channel .. (context) - Fredkin, Rice et al. - 1995
The graph only includes citing articles where the year of publication is known.
Documents on the same site (http://www.stats.ox.ac.uk/~silverma/papers.html): More
Multivariate Nonparametric Regression Using Lifting - Jansen, Nason, Silverman (2004) (Correct)
Empirical Bayes Selection Of Wavelet Thresholds - Johnstone, Silverman (2005) (Correct)
Perfect Simulation Of Spatial Point Processes Using.. - Ambler, Silverman (2004) (Correct)
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC