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

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Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
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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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