Wavelet Publications

  • Wang, Y. (1994). Jump and sharp cusp detection by wavelets with applications to estimation of functions with jumps. Proceedings of the 26th Symposium on the Interface: Computing Science and Statistics (vol. 26), John Sall and Ann Lehman (eds.), Fairfax Station, VA: Interface Foundation of North America, Inc, pp. 212-216.

  • Wang, Y. (1995) Jump and sharp cusp detection by wavelets. Biometrika, 82, 385-397.

  • Wang, Y. (1995). Comment on ``Wavelet Shrinkage: Asymptopia ?'' by Donoho, Johnstone, Kerkyacharian, and Picard. Journal of Royal Statistical Society B, 57, 344.

  • Wang, Y. (1996) Function estimation via wavelet shrinkage for long-memory data . The Annals of Statistics, 24, 466-484.

  • Wang, Y. (1997) Samll ball problems via wavelets for Gaussian processes . Statistics and Probability Letters, 32, 133-139.

  • Wang, Y. (1997) Fractal function estimation via wavelet shrinkage . Journal of Royal Statistical Society B , 59, 603-613.

  • Wang, Y. (1997) Minimax estimation via wavelets for indirect long-memory data . Journal of Statistical Planning and Inference, 64, 45-55.

  • Wang, Y. (1998) Change curve estimation via wavelets (with an application to image processing, Figure 4(a), Figure 4(b) ). Journal of the American Statistical Association, 93, 163-172.

  • Wang, Y. (1999) Change-point analysis via wavelets for indirect data . Statistica Sinica , 9, 103-118.

  • Wang, Y, Cavanaugh, J. and Song, C.(2001) Self-similarity index estimation via wavelets for locally self-similar processes . Journal of Statistical Planning and Inference, 99, 91-110. Fiure 1 , Fiure 2 , Fiures 3 and 4 ).

  • Locally self-similar processes and their wavelet analysis (with Cavanaugh and Davis, 2002). In Handbook of Statistics, Volume 21: Stochastic Processes: Modeling and Simulation (D.N. Shanbhag and C.R. Rao, eds.), 93-135. (ISBN: 0-444-50013-8)

  • Wavelet modeling of priors on triangles (with Dey, 2004). J. Multivariate Analysis , 89, 338-350.

  • Wang, Y. (2006) Selected review on wavelets . In Frontier Statistics, Festschrift for Peter Bickel (Fan and Koul, eds), 9, 163-179.

  • Fan, J. and Wang, Y. (2007) Multi-scale Jump and Volatility Analysis for High-Frequency Financial Data. Journal of the American Statistical Association 102, 1349-1362. Download: pdf file