Pages that link to "Item:Q4337820"
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The following pages link to SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (Q4337820):
Displaying 16 items.
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168) (← links)
- Locally adaptive fitting of semiparametric models to nonstationary time series. (Q1879516) (← links)
- Densities, spectral densities and modality. (Q1879931) (← links)
- Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes (Q2155801) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)