Choice of thresholds for wavelet shrinkage estimate of the spectrum
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Publication:4221687
DOI10.1111/1467-9892.00048zbMath0923.62100MaRDI QIDQ4221687
Publication date: 31 October 1999
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00048
shrinkage estimator; wavelet transformation; threshold selection; non-Gaussian noise; log-spectrum estimation
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62M15: Inference from stochastic processes and spectral analysis
65C99: Probabilistic methods, stochastic differential equations
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