Function estimation via wavelet shrinkage for long-memory data (Q1816598)
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English | Function estimation via wavelet shrinkage for long-memory data |
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Function estimation via wavelet shrinkage for long-memory data (English)
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8 April 1997
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cross-validation
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fractional Brownian motion
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function estimation
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wavelet shrinkage
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long-range dependence
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fractional Gaussian noise model
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nonparametric regression
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minimax linear risk
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optimal threshold
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wavelet estimates
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wavelet vaguelette decomposition
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