Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors (Q2742762): Difference between revisions
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Latest revision as of 21:52, 19 March 2024
scientific article
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English | Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors |
scientific article |
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Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors (English)
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23 September 2001
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local stationarity
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minimax estimation
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nonlinear wavelet thresholding
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non-stationary time series
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threshold choice
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time-varying covariance
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