Choice of thresholds for wavelet shrinkage estimate of the spectrum

Journal of Time Series Analysis

Volumn 18, Issue 3, 1997, Pages 231-251

  Gao, Hong Ye ^a  

^a Parametric Technology Corporation   (United States)

Author keywords

Log spectrum estimation; Non Gaussian noise; Shrinkage estimator; Threshold selection; Wavelet transformation

Indexed keywords

EID: 0000114899     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00048     Document Type: Article

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