Pages that link to "Item:Q4337820"
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The following pages link to SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES (Q4337820):
Displaying 6 items.
- Nonparametric regression on random fields with random design using wavelet method (Q265664) (← links)
- Sharp minimax tests for large Toeplitz covariance matrices with repeated observations (Q268748) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)
