Non-parametric curve estimation by wavelet thresholding with locally stationary errors

Scandinavian Journal of Statistics

Volumn 27, Issue 3, 2000, Pages 475-499

  Von Sachs, Rainer ^a   MacGibbon, Brenda ^b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b NONE

Author keywords

Local stationarity; Minimax estimation; Non linear wavelet thresholding; Nonstationary time series; Threshold choice; Time varying covariance

Indexed keywords

EID: 0034258212     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00202     Document Type: Article

References (27)

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