Function estimation via wavelet shrinkage for long-memory data

DOI10.1214/aos/1032894449zbMath0859.62042OpenAlexW2047838040MaRDI QIDQ1816598

Publication date: 8 April 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032894449

zbMATH Keywords

fractional Brownian motion cross-validation wavelet shrinkage long-range dependence nonparametric regression optimal threshold function estimation minimax linear risk fractional Gaussian noise model wavelet estimates wavelet vaguelette decomposition

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes (62M99)

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Cites Work