Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors

DOI10.1111/1467-9469.00202zbMath0976.62034OpenAlexW2138160685MaRDI QIDQ2742762

Rainer von Sachs, K. Brenda MacGibbon

Publication date: 23 September 2001

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/614

zbMATH Keywords

minimax estimationlocal stationaritynon-stationary time seriestime-varying covariancethreshold choicenonlinear wavelet thresholding

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Numerical methods for wavelets (65T60)

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