Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

Annals of Statistics

Volumn 25, Issue 1, 1997, Pages 38-76

  Neumann, Michael H ^a   Von Sachs, Rainer ^a  

^a NONE

Author keywords

Adaptive estimation; Anisotropic smoothness classes; Evolutionary spectrum; Locally stationary time series; Optimal rate of convergence; Tensor product basis; Time frequency plane; Wavelet thresholding

Indexed keywords

EID: 0031517528     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1034276621     Document Type: Article

References (28)

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