SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (Q4337820): Difference between revisions

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Latest revision as of 11:43, 27 May 2024

scientific article; zbMATH DE number 1013415
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English
SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
scientific article; zbMATH DE number 1013415

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    SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (English)
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    27 May 1997
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    nonlinear wavelet shrinkage
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    large deviations
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    nonlinear wavelet estimators
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    spectral density estimation
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    asymptotic normality
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    tapered periodogram
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    risk equivalence
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    monotone estimators
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    optimal uniform rate of convergence
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    Besov smoothness classes
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    Identifiers