Wavelet smoothing of evolutionary spectra by nonlinear thresholding

Applied and Computational Harmonic Analysis

Volumn 3, Issue 3, 1996, Pages 268-282

  Von Sachs, Rainer ^a   Schneider, Kai ^a  

^a Rheinland Pfälzische Technische Universität Kaiserslautern Landau   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001392104     PISSN: 10635203     EISSN: None     Source Type: Journal    
DOI: 10.1006/acha.1996.0021     Document Type: Article

References (22)

1. S. Adak, "Time-Dependent Spectral Analysis of Nonstationary Time Series," technical report 478, Department of Statistics, Stanford Univ., 1995.
2. D. R. Brillinger, "Time Series: Data Analysis and Theory," Holden-Day, San Francisco, 1981.
3. A. Cohen, I. Daubechies, and P. Vial, Wavelets on the interval and fast wavelet transform, Appl. Comp. Harmonic Anal. 1 (1993), 54-81.
4. R. Dahlhaus, Fitting time series models to nonstationary processes, preprint; "Beiträge zur Statistik," No. 4, Universität Heidelberg, 1993.
5. R. Dahlhaus, On the Kullback-Leibler information divergence of locally stationary processes, preprint; "Beiträge zur Statistik," No. 27, Universität Heidelberg, 1995; Stock. Proc. Appl., to appear.
6. R. Dahlhaus, On the Kullback-Leibler information divergence of locally stationary processes, preprint; "Beiträge zur Statistik," No. 27, Universität Heidelberg, 1995; Stock. Proc. Appl., to appear.
7. D. Donoho, I. Johnstone, G. Kerkyacharian, and D. Picard, Wavelet shrinkage: Asymptopia? (with discussion), J. Roy. Statist. Soc. Ser. B 57 (1995), 301-369.
8. D. Donoho, Wavelet shrinkage and wavelet-Vaguelette decomposition: A 10-minute tour, in "Progress in Wavelet Analysis and Applications, Proc. Int. Conf. Wavelets and Applications, Toulouse, June 1992," pp. 109-128.
9. J. Fröhlich and K. Schneider, An adaptive wavelet Galerkin algorithm for one and two dimensional flame computations, European J. Mech. B/Fluids 13, No. 4 (1994), 439-471.
10. H.-Y. Gao, "Wavelet Estimation of Spectral Densities in Time Series Analysis," Ph.D. dissertation, U. C. Berkeley, 1993.
11. W. C. Jakes, Mobile radio propagation, in "Microwave Mobile Communications," Chap. 1, Wiley, New York, 1974.
12. W. Martin and P. Flandrin, Wigner-Ville spectral analysis of nonstationary processes, IEEE Trans. Signal Process 33 (1985), 1461-1470.
13. Y. Meyer, "Ondelettes et opérateurs I," Herman, Paris, 1990.
14. P. Moulin, Wavelet thresholding techniques for power spectrum estimation, IEEE Trans. Signal Process 42 (1994), 3126-3136.
15. M. H. Neumann, Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian time series, J. Time Ser. Anal., to appear.
16. M. H. Neumann and R. von Sachs, Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra, technical report "Berichte der AG Technomathematik," No. 132, Universität Kaiserslautern, 1995. Ann. Statist., to appear.
17. M. H. Neumann and R. von Sachs, Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra, technical report "Berichte der AG Technomathematik," No. 132, Universität Kaiserslautern, 1995. Ann. Statist., to appear.
18. V. Perrier and C. Basdevant, La décomposition en ondelettes périodiques, un outil pour l'analyse de champs inhomogènes. Théorie et algorithmes, Rech. Aérospat. 3 (1989), 53-67.
19. R. von Sachs, Peak-insensitive nonparametric spectrum estimation, J. Time Series Anal. 15, No. 4 (1994), 429-452.
20. R. von Sachs, Estimating non-linear functions of the spectral density, using a data-taper, Ann. Inst. Statist. Math. 46 (1994), 453-474.
21. R. von Sachs, K. Schneider, Wavelet Smoothing of Evolutionary Spectra by Nonlinear Thresholding," technical report, Universität Kaiserslautern, 1995.
22. G. Walter, A sampling theorem for wavelet subspaces, IEEE Trans. Inform. Theory 38 (1992), 881-884.