Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes

DOI10.1016/j.acha.2022.03.001zbMath1493.62528OpenAlexW4221031987WikidataQ114214259 ScholiaQ114214259MaRDI QIDQ2155801

Biao Zhang, Linyuan Li

Publication date: 15 July 2022

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.acha.2022.03.001

zbMATH Keywords

Besov spaceslinear processesperiodogramspectral densitynonlinear wavelet shrinkage

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

On the integrated mean squared error of wavelet density estimation for linear processes

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