IEEE Transactions on Signal Processing · 1999 · 166 citations · 8 references
ComputingData ScienceTime Series AnalysisConfidence IntervalsDigital Signal ProcessingAdaptive Bandwidth SelectionAdaptive FilteringAdditive NoiseBandwidthBandwidth SelectionFilteringOptimal Bandwidth SelectionSignal Smoothing
A novel approach is developed to solve a problem of varying bandwidth selection for filtering a signal given with an additive noise. The approach is based on the intersection of confidence intervals (ICI) rule and gives the algorithm, which is simple to implement and adaptive to unknown smoothness of the signal.
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Clifford M. Hurvich, Jeffrey S. Simonoff, Chih‐Ling Tsai · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1998 · 1.3K citations · Full text