Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian time series

Journal of Time Series Analysis

Volumn 17, Issue 6, 1996, Pages 601-633

  Neumann, Michael H ^a  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

Author keywords

Asymptotic normality; Large deviations; Nonlinear wavelet shrinkage; Spectral density estimation; Wavelet estimators

Indexed keywords

EID: 0001786009     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00295.x     Document Type: Article

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