Nonlinear spectral density estimation: thresholding the correlogram
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- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Choice of thresholds for wavelet shrinkage estimate of the spectrum
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Cited in
(24)- On nonparametric spectral estimation
- Estimation of spectral density for seasonal time series models
- Envelope correlation function of the narrow-band non-Gaussian process
- Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes
- High-dimensional autocovariance matrices and optimal linear prediction
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- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- Correlation and spectral analysis of nonlinear transformations of sequency-band-limited signals
- Efficient bias corrected nonparametric spectral estimation
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
- A Nonparametric Prewhitened Covariance Estimator
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- Estimation of linear functional of large spectral density matrix and application to Whittle's approach
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