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It is assumed that \\(f(u, \\omega )\\) depends on a \\(p\\)-dimensional parameter function \\(\\theta (u)\\), \\(u\\in [0,1]\\). The mean function is estimated by a usual kernel estimator whereas locally adaptive estimation by wavelet thresholding is applied to the components of \\(\\theta \\).  The fundamental tool in this procedure is the preperiodogram \\(J_ T(t/T, \\lambda)\\), which uses the single product \\(X_ {[t+0.5-k/2],T} X_ {[t+0.5+k/2],T}\\) as a kind of local estimator of the covariance of lag \\(k\\) at time \\(t\\). The preperiodogram is connected with the ordinary periodogram \\(I_ T (\\lambda )\\) by the formula \\(I_ T (\\lambda )= T^{-1} \\sum _ {t=1}^ T J_ T(t/T,\\lambda)\\). 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