Skip navigation
Skip navigation

Wavelet-based estimation with multiple sampling rates

Hall, Peter; Penev, Spiridon

Description

We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator, and decreasing it when, again using thresholded terms as an empirical guide, signal complexity is judged to have decreased. Through sampling in this way the algorithm is able to accurately recover relatively complex signals without increasing the...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/99981
Source: Annals of Statistics
DOI: 10.1214/009053604000000751

Download

File Description SizeFormat Image
01_Hall_Wavelet-based_Estimation_2004.pdf224.09 kBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator