SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (Q4337820): Difference between revisions
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Revision as of 18:52, 19 March 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 |
Statements
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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