The following pages link to Rainer von Sachs (Q271845):
Displayed 50 items.
- Locally stationary Hawkes processes (Q271846) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459479) (← links)
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- Locally stationary long memory estimation (Q544490) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- Estimation of nonlinear autoregressive models using design-adapted wavelets (Q816372) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Item:Q271845 (redirect page) (← links)
- Classification of multivariate non-stationary signals: the SLEX-shrinkage approach (Q993820) (← links)
- Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
- Second-generation wavelet denoising methods for irregularly spaced data in two dimensions (Q1031127) (← links)
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168) (← links)
- The SLEX model of a non-stationary random process (Q1610936) (← links)
- Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
- Time-frequency analysis of locally stationary Hawkes processes (Q1740528) (← links)
- Estimating nonlinear functions of the spectral density, using a data- taper (Q1804814) (← links)
- Wavelet smoothing of evolutionary spectra by nonlinear thresholding (Q1815715) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- Using \textsc{Bagidis} in nonparametric functional data analysis: predicting from curves with sharp local features (Q1941457) (← links)
- Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
- Ideal denoising within a family of tree-structured wavelet estimators (Q1952210) (← links)
- Nonlinear wavelet estimation of time-varying autoregressive processes (Q1962757) (← links)
- Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (Q2157509) (← links)
- A novel semi-distance for measuring dissimilarities of curves with sharp local patterns (Q2344383) (← links)
- Large-sample approximations for variance-covariance matrices of high-dimensional time series (Q2405110) (← links)
- Multivariate wavelet-based shape-preserving estimation for dependent observations (Q2465264) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- (Q2715900) (← links)
- Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors (Q2742762) (← links)
- A Wavelet-Based Test for Stationarity (Q2742782) (← links)
- (Q2769706) (← links)
- A simple generalised crossvalidation method of span selection for periodogram smoothing (Q2773197) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series (Q3120657) (← links)
- Combining thresholding rules: a new way to improve the performance of wavelet estimators (Q3145405) (← links)
- Intrinsic Data Depth for Hermitian Positive Definite Matrices (Q3391252) (← links)
- A wavelet-Fisz approach to spectrum estimation (Q3552856) (← links)
- (Q3580321) (← links)
- (Q4023765) (← links)
- Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal (Q4034643) (← links)
- PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION (Q4319841) (← links)
- (Q4351556) (← links)
- (Q4389399) (← links)
- Automatic Statistical Analysis of Bivariate Nonstationary Time Series (Q4419443) (← links)
- Smoothing Spline ANOVA for Time-Dependent Spectral Analysis (Q4468474) (← links)
- Wavelets in time-series analysis (Q4719448) (← links)
- (Q4850001) (← links)
- CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA (Q4864581) (← links)
- Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices (Q4999159) (← links)