Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors (Q2742762)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors |
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Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors (English)
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23 September 2001
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local stationarity
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minimax estimation
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nonlinear wavelet thresholding
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non-stationary time series
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threshold choice
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time-varying covariance
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