A new algorithm for fixed design regression and denoising
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DOI: 10.1007/BF02530536
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References listed on IDEAS
- Antoniadis, Anestis & Dinh Tuan Pham, 1998. "Wavelet regression for random or irregular design," Computational Statistics & Data Analysis, Elsevier, vol. 28(4), pages 353-369, October.
- D. G. T. Denison & B. K. Mallick & A. F. M. Smith, 1998. "Automatic Bayesian curve fitting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 333-350.
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Cited by:
- Schmisser, Émeline, 2019. "Non parametric estimation of the diffusion coefficients of a diffusion with jumps," Stochastic Processes and their Applications, Elsevier, vol. 129(12), pages 5364-5405.
- Schmisser Emeline, 2011. "Non-parametric drift estimation for diffusions from noisy data," Statistics & Risk Modeling, De Gruyter, vol. 28(2), pages 119-150, May.
- Lacour, Claire, 2008. "Nonparametric estimation of the stationary density and the transition density of a Markov chain," Stochastic Processes and their Applications, Elsevier, vol. 118(2), pages 232-260, February.
- Emeline Schmisser, 2012. "Non-parametric estimation of the diffusion coefficient from noisy data," Statistical Inference for Stochastic Processes, Springer, vol. 15(3), pages 193-223, October.
- Geffray, S. & Klutchnikoff, N. & Vimond, M., 2016. "Illumination problems in digital images. A statistical point of view," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 191-213.
- Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula, 2010. "Combining regular and irregular histograms by penalized likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3313-3323, December.
- Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula, 2009. "Constructing irregular histograms by penalized likelihood," Technical Reports 2009,04, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Comte, F. & Genon-Catalot, V. & Rozenholc, Y., 2009. "Nonparametric adaptive estimation for integrated diffusions," Stochastic Processes and their Applications, Elsevier, vol. 119(3), pages 811-834, March.
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Keywords
Least-squares regression; piecewise polynomials; adaptive estimation; model selection; dynamical programmation; algorithm for denoising;All these keywords.
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