A wavelet-Fisz approach to spectrum estimation
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Publication:3552856
DOI10.1111/j.1467-9892.2008.00586.xzbMath1199.62021OpenAlexW1743867312MaRDI QIDQ3552856
Piotr Fryzlewicz, Rainer von Sachs, Guy P. Nason
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/25186/1/A_wavelet-Fisz_approach_to_spectrum_estimation%28lsero%29.pdf
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Related Items (3)
Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes ⋮ Data-driven wavelet-Fisz methodology for nonparametric function estimation ⋮ A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes
Uses Software
Cites Work
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