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

From MaRDI portal
Added link to MaRDI item.
Changed an Item
Property / describes a project that uses
 
Property / describes a project that uses: XploRe / rank
 
Normal rank

Revision as of 17:12, 28 February 2024

scientific article; zbMATH DE number 1013415
Language Label Description Also known as
English
SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
scientific article; zbMATH DE number 1013415

    Statements

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

    Identifiers