Data-driven wavelet-Fisz methodology for nonparametric function estimation
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References listed on IDEAS
- Maarten Jansen, 2006. "Multiscale Poisson data smoothing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 27-48, February.
- Maarten Jansen & Guy P. Nason & B. W. Silverman, 2009. "Multiscale methods for data on graphs and irregular multidimensional situations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 97-125, January.
- Fryzlewicz, Piotr & Nason, Guy P. & von Sachs, Rainer, 2008. "A wavelet-Fisz approach to spectrum estimation," LSE Research Online Documents on Economics 25186, London School of Economics and Political Science, LSE Library.
- Iain M. Johnstone & Bernard W. Silverman, 1997. "Wavelet Threshold Estimators for Data with Correlated Noise," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 319-351.
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Cited by:
- Fryzlewicz, Piotr, 2018. "Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal," LSE Research Online Documents on Economics 82942, London School of Economics and Political Science, LSE Library.
- Antonis A. Michis & Guy P. Nason, 2017. "Case study: shipping trend estimation and prediction via multiscale variance stabilisation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(15), pages 2672-2684, November.
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JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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