Pages that link to "Item:Q1355168"

The following pages link to Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168):

Displaying 46 items.

• The local partial autocorrelation function and some applications (Q87410) (← links)
• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• Temperatures in transient climates: improved methods for simulations with evolving temporal covariances (Q288614) (← links)
• Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
• Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Anisotropic smoothing splines in problems with factorial design of experiments (Q492752) (← links)
• Empirical spectral processes for locally stationary time series (Q605845) (← links)
• Large deviations for quadratic forms of locally stationary processes (Q697451) (← links)
• Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
• Nonparametric and semiparametric compound estimation in multiple covariates (Q746882) (← links)
• Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases (Q887247) (← links)
• Fitting time series models to nonstationary processes (Q1355167) (← links)
• Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions (Q1669061) (← links)
• Minimax optimal procedures for testing the structure of multidimensional functions (Q1713637) (← links)
• Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
• The mixed Lipschitz space and its dual for tree metrics (Q1742818) (← links)
• Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes (Q1769787) (← links)
• Adaptive covariance estimation of locally stationary processes (Q1807064) (← links)
• A likelihood approximation for locally stationary processes (Q1848853) (← links)
• Spectral analysis for harmonizable processes (Q1848938) (← links)
• Random rates in anisotropic regression. (With discussion) (Q1848941) (← links)
• Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
• Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach (Q2252209) (← links)
• Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection (Q2261910) (← links)
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
• Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
• Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
• Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series (Q3120657) (← links)
• Data-Adaptive Estimation of Time-Varying Spectral Densities (Q3391227) (← links)
• STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE (Q3440784) (← links)
• Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
• Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
• Empirical Frequency Band Analysis of Nonstationary Time Series (Q5146044) (← links)
• Transformation to approximate independence for locally stationary Gaussian processes (Q5397974) (← links)
• Thresholding algorithms, maxisets and well-concentrated bases (Q5936975) (← links)
• Local spectral analysis using wavelet packets (Q5953485) (← links)
• Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)