Publication:4850001
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zbMath0831.62071MaRDI QIDQ4850001
Michael H. Neumann, Rainer von Sachs
Publication date: 12 February 1996
asymptotic normality; spectral estimation; time series; Gaussian white noise model; anisotropic function spaces; wavelet thresholding methods; cumulant techniques; non-gaussian; non-i.i.d.; nonlinear adaptive shrinking
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62M15: Inference from stochastic processes and spectral analysis
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