Optimum thresholding using mean and conditional mean squared error (Q1739640)

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scientific article; zbMATH DE number 7048314
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    Optimum thresholding using mean and conditional mean squared error
    scientific article; zbMATH DE number 7048314

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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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