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Nonlinear spectral density estimation: thresholding the correlogram - MaRDI portal

Nonlinear spectral density estimation: thresholding the correlogram (Q2931588)

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Nonlinear spectral density estimation: thresholding the correlogram
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    Statements

    title
    Nonlinear spectral density estimation: thresholding the correlogram (English)
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    publication date
    26 November 2014
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    zbMATH Keywords
    autocovariance matrix
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    flat-top lag-windows
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    kernel smoothing
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    sparsity
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    thresholding
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    wavelets
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    cites work
    Q5841817
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    Q3252517
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    Q3265185
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    Q3262654
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    Q5612941
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    Q4821311
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    Q4488348
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    Q3323077
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    Q4127231
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    Q3643299
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    Identifiers

    Mathematics Subject Classification ID
    62G07
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    62M15
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    62M10
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    zbMATH DE Number
    6374172
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    OpenAlex ID
    W1912702371
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