Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise

Table 4

Simulation results of global and local mean squared using AR(2) with different parameters. The first half of the table displays the global mean squared error.

Parameter	I	II	III
CD
(0.7,0.2)	1.1674119	1.1430405	0.6588707
(0.5,0.1)	1.1753915	1.1456239	0.8297044
(0.2,0.7)	1.4271601	1.5023487	1.0724085
(0.1,0.5)	0.9575155	0.9564091	0.8454300
SQ
(0.7,0.2)	1.778795	1.1063826	1.570100
(0.5,0.1)	1.693634	1.0449833	1.736956
(0.2,0.7)	1.882562	1.2680705	1.862326
(0.1,0.5)	1.596086	0.9444905	1.669918
AQ
(0.7,0.2)	1.898400	1.235252	1.742275
(0.5,0.1)	1.771281	1.129160	1.694660
(0.2,0.7)	1.904999	1.289010	1.979608
(0.1,0.5)	1.860164	1.297206	1.929902
Fat tail data
(0.7,0.2)	1.1154769	0.9981609	0.4987108
(0.5,0.1)	0.9402973	0.8866934	0.6799741
(0.2,0.7)	1.1724818	1.2601606	1.1130583
(0.1,0.5)	0.9557715	0.9238237	0.8206673
mse at boundary
CD
(0.7,0.2)	3.3196129	3.3166944	1.1779039
(0.7,0.2)	1.0757030	1.1300048	0.6423341
(0.7,0.2)	1.0365045	2.0357543	0.9276551
(0.7,0.2)	0.6378157	0.7400542	0.6481636
SQ
(0.7,0.2)	3.1439208	2.5169418	2.102952
(0.7,0.2)	0.9689782	0.3868747	1.548121
(0.7,0.2)	1.8243869	1.0661310	1.839487
(0.7,0.2)	1.8154754	1.2451924	2.386717
AQ
(0.7,0.2)	1.576587	0.9909815	1.885401
(0.7,0.2)	2.258808	1.1307186	2.460695
(0.7,0.2)	1.872568	1.0907302	2.251098
(0.7,0.2)	1.532332	1.2593857	2.012984
Fat tail data
(0.7,0.2)	3.1254564	2.5821331	0.5579562
(0.7,0.2)	0.7235822	0.7457132	0.7487358
(0.7,0.2)	0.6287745	0.7475777	0.7258418
(0.7,0.2)	1.2695745	1.2063235	0.9366066