scientific article; zbMATH DE number 802867

MaRDI QIDQ4850001zbMATH OpenFDO

Authors Michael H. Neumann, Rainer von Sachs

Publication date 12 February 1996

zbMATH Keywords

anisotropic function spacesasymptotic normalitycumulant techniquesGaussian white noise modelnon-gaussiannon-i.i.d.nonlinear adaptive shrinkingspectral estimationtime serieswavelet thresholding methods

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(26)

• Some remarks on Besov spaces and the wavelet de-noising method
• Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
• Wavelet threshold estimation for additive regression models
• Filtered wavelet thresholding methods.
• Wavelet threshold estimation of a regression function with random design
• Cross-validated wavelet block thresholding for non-Gaussian errors
• Adaptive estimation for affine stochastic delay differential equations
• Nonlinear wavelet thresholding: a recursive method to determine the optimal denoising threshold
• Wavelet smoothing of evolutionary spectra by nonlinear thresholding
• Nonlinear wavelet-based estimation to spectral density for stationary non-Gaussian linear processes
• Modelling time-varying first and second-order structure of time series via wavelets and differencing
• Spectral correction for locally stationary Shannon wavelet processes
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Spectrum estimation by wavelet thresholding of multitaper estimators
• Non-parametric curve estimation by wavelet thresholding with locally stationary errors
• Nonparametric wavelet methods for nonstationary time series
• 'Analytic' wavelet thresholding
• Multiscale methods for data on graphs and irregular multidimensional situations
• SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
• On the adaptive wavelet deconvolution of a density for strong mixing sequences
• scientific article; zbMATH DE number 1380553 (Why is no real title available?)
• Intrinsic wavelet regression for curves of Hermitian positive definite matrices
• Trend locally stationary wavelet processes
• Wavelet shrinkage in nonparametric regression models with positive noise
• Continuous-time locally stationary wavelet processes
• Estimation of nonlinear autoregressive models using design-adapted wavelets

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