Almost everywhere convergence of a wavelet thresholding risk estimate in a model with correlated noise
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Cites work
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Asymptotic normality of adaptive wavelet thresholding risk estimation
- Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
- Basic properties of strong mixing conditions. A survey and some open questions
- Consistency of risk estimation with thresholding of wavelet coefficients
- scientific article; zbMATH DE number 1271134 (Why is no real title available?)
- scientific article; zbMATH DE number 739533 (Why is no real title available?)
- scientific article; zbMATH DE number 1465030 (Why is no real title available?)
- Ideal spatial adaptation by wavelet shrinkage
- Nonparametric statistics for stochastic processes
Cited in
(8)- Supersmooth density estimations over \(L^p\) risk by wavelets
- Consistency of risk estimation with thresholding of wavelet coefficients
- Limit theorems for risk estimate in models with non-Gaussian noise
- Asymptotic normality of estimating risk upon the wavelet-vaguelette decomposition of a signal function in a model with correlated noise
- Limit distribution of a risk estimate using the vaguelette-wavelet decomposition of signals in a model with correlated noise
- On the strong consistency of the adaptive risk estimator for wavelet thresholding
- scientific article; zbMATH DE number 1314935 (Why is no real title available?)
- scientific article; zbMATH DE number 1085990 (Why is no real title available?)
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