Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (Q1355168)
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scientific article; zbMATH DE number 1011291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra |
scientific article; zbMATH DE number 1011291 |
Statements
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra (English)
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23 June 1997
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adaptive estimation
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optimal rate of convergence
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minimax rates
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anisotropic smoothness classes
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coordinatewise thresholded wavelet estimator
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tensor product basis
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time-dependent spectrum
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locally stationary time series
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smoothing
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evolutionary spectrum
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time-frequency plane
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