A confidence-set approach to signal denoising

DOI10.1016/j.stamet.2013.05.003zbMath1486.62250OpenAlexW1992395604MaRDI QIDQ1731269

Daniil Ryabko, Boris Ya. Ryabko

Publication date: 13 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2013.05.003

zbMATH Keywords

time seriesfilteringconfidence set

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Unnamed Item
• Unnamed Item
• Universal codes as a basis for time series testing
• Application of information-theoretic tests for the analysis of DNA sequences based on Markov chain models
• A sandwich proof of the Shannon-McMillan-Breiman theorem
• Nonparametric inference for ergodic, stationary time series
• Testing composite hypotheses about discrete ergodic processes
• Applications of Universal Source Coding to Statistical Analysis of Time Series
• Normalized Information Distance
• MDL denoising
• MDL Denoising Revisited
• Elements of Information Theory
• Information Theory and Statistics: A Tutorial