Optimum thresholding using mean and conditional mean squared error (Q1739640)
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scientific article
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| English | Optimum thresholding using mean and conditional mean squared error |
scientific article |
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Optimum thresholding using mean and conditional mean squared error (English)
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26 April 2019
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threshold estimator
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integrated variance
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Lévy jumps
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mean and conditional mean squared error
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feasible tuning of estimation parameters
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0.832902193069458
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0.7936238050460815
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0.7742945551872253
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0.7505181431770325
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