Choice of thresholds for wavelet shrinkage estimate of the spectrum

DOI10.1111/1467-9892.00048zbMath0923.62100OpenAlexW2015416689MaRDI QIDQ4221687

Hongye Gao

Publication date: 31 October 1999

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00048

zbMATH Keywords

shrinkage estimatorwavelet transformationthreshold selectionnon-Gaussian noiselog-spectrum estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

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