Optimum thresholding using mean and conditional mean squared error (Q1739640)

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Optimum thresholding using mean and conditional mean squared error
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    Optimum thresholding using mean and conditional mean squared error (English)
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    26 April 2019
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    threshold estimator
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    integrated variance
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    Lévy jumps
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    mean and conditional mean squared error
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    feasible tuning of estimation parameters
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