Locally adaptive estimation of evolutionary wavelet spectra (Q939667)

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Locally adaptive estimation of evolutionary wavelet spectra
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    Locally adaptive estimation of evolutionary wavelet spectra (English)
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    28 August 2008
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    local stationarity
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    nonstationary time series
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    wavelet spectrum
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    autocorrelation wavelet
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    change-point
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    pointwise adaptive estimation
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    quadratic form
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    regularization
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