Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously

DOI10.1016/J.JKSS.2012.02.008zbMath1296.62071OpenAlexW4249734781MaRDI QIDQ459481

Piotr Fryzlewicz

Publication date: 13 October 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.02.008

zbMATH Keywords

waveletsthresholdingvolatilitybreakpoint detectiontime-threshold mapsunbalanced Haar

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical methods for wavelets (65T60) Graphical methods in statistics (62A09)

Uses Software

• PDCO
• ftnonpar

Cites Work

• Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets
• Local extremes, runs, strings and multiresolution. (With discussion)
• Atomic Decomposition by Basis Pursuit
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