Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
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Publication:2742762
DOI10.1111/1467-9469.00202zbMath0976.62034MaRDI QIDQ2742762
Rainer von Sachs, K. Brenda MacGibbon
Publication date: 23 September 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/614
minimax estimation; local stationarity; non-stationary time series; time-varying covariance; threshold choice; nonlinear wavelet thresholding
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
65T60: Numerical methods for wavelets
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