Function estimation via wavelet shrinkage for long-memory data

Annals of Statistics

Volumn 24, Issue 2, 1996, Pages 466-484

  Wang, Yazhen ^a  

^a UNIVERSITY OF MISSOURI   (United States)

Author keywords

Cross validation; Fractional Brownian motion; Fractional Gaussian noise; Fractional Gaussian noise model; Long range dependence; Minimax risk; Nonparametric regression; Threshold; Vaguelette; Wavelet; Wavelet vaguelette decomposition

Indexed keywords

EID: 0030492140     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032894449     Document Type: Article

References (39)

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