Barber, Stuart; Nason, Guy P. - In: Journal of the Royal Statistical Society Series B 66 (2004) 4, pp. 927-939
Wavelet shrinkage is an effective nonparametric regression technique, especially when the underlying curve has irregular features such as spikes or discontinuities. The basic idea is simple: take the discrete wavelet transform of data consisting of a signal corrupted by noise; shrink or remove...