SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES

From MaRDI portal
Revision as of 21:49, 6 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4337820

DOI10.1111/j.1467-9892.1996.tb00295.xzbMath0873.62099OpenAlexW2011935692MaRDI QIDQ4337820

Michael H. Neumann

Publication date: 27 May 1997

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00295.x




Related Items (21)

Nonparametric regression on random fields with random design using wavelet methodSharp minimax tests for large Toeplitz covariance matrices with repeated observationsLocally adaptive fitting of semiparametric models to nonstationary time series.Densities, spectral densities and modality.Functional mixed effects wavelet estimation for spectra of replicated time seriesWavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectraNonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processesNonlinear spectral density estimation: thresholding the correlogramWavelet estimation of functional coefficient regression modelsTests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet MethodsData-driven wavelet-Fisz methodology for nonparametric function estimationOn testing for serial correlation of unknown form using wavelet thresholdingTime-threshold maps: using information from wavelet reconstructions with all threshold values simultaneouslyLocally adaptive estimation of evolutionary wavelet spectraA wavelet-Fisz approach to spectrum estimationUnnamed ItemWavelet analysis of change-points in a non-parametric regression with heteroscedastic varianceTesting for multivariate autoregressive conditional heteroskedasticity using waveletsOn Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density EstimatorsA wavelet analysis for time seriesA test for second order stationarity of a multivariate time series


Uses Software



Cites Work




This page was built for publication: SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES