ASH-based wavelet shrinkage for heteroskedastic models
Set up environment | Preparations | Constant variance example | Non-constant variance example | Estimating the variance function | Unevenly spaced data | Unevenly spaced data with constant variance | Unevenly spaced data with non-constant variance | Poisson-distributed data example | Constant variance | Non-constant variance | Simulation example from Fan & Yao (1998) | Treasury Bill example from Fan & Yao (1998) | Average replicate data | Heavisine example from Delouille et al (2004) | Motorcycle example from Delouille et al (2004) | Session info