SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (Q4337820)
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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 |
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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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