Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168)

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Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
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    Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (English)
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    23 June 1997
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    adaptive estimation
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    optimal rate of convergence
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    minimax rates
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    anisotropic smoothness classes
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    coordinatewise thresholded wavelet estimator
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    tensor product basis
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    time-dependent spectrum
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    locally stationary time series
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    smoothing
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    evolutionary spectrum
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    time-frequency plane
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