Wavelet smoothing of evolutionary spectra by nonlinear thresholding

DOI10.1006/ACHA.1996.0021MaRDI QIDQ1815715zbMATH OpenOpenAlexFDO

Authors Rainer von Sachs, Kai Schneider

Publication date 23 April 1997

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/00533b588077f3c3e15620e958f3782f0b0c469c

zbMATH Keywords

rate of convergencetime serieslocally stationary processmultiresolution analysisthreshold estimatorwavelet estimationevolutionary spectraintegrated mean-squared errorcollocation wavelet transformshort-time periodogram

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(14)

• Nonparametric wavelet methods for nonstationary time series
• A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum
• Nonlinear wavelet thresholding: a recursive method to determine the optimal denoising threshold
• Adaptive covariance estimation of locally stationary processes
• Local spectral analysis using wavelet packets
• Wavelets in statistics: A review
• Haar–Fisz Estimation of Evolutionary Wavelet Spectra
• Non-parametric curve estimation by wavelet thresholding with locally stationary errors
• Locally adaptive fitting of semiparametric models to nonstationary time series.
• Wavelet-based density estimation for noise reduction in plasma simulations using particles
• Practical powerful wavelet packet tests for second-order stationarity
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
• A wavelet analysis for time series
• Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

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