Wavelet smoothing of evolutionary spectra by nonlinear thresholding

DOI10.1006/acha.1996.0021zbMath0860.62069OpenAlexW2058301939MaRDI QIDQ1815715

Rainer von Sachs, Kai Schneider

Publication date: 23 April 1997

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/00533b588077f3c3e15620e958f3782f0b0c469c

zbMATH Keywords

rate of convergencemultiresolution analysistime seriesevolutionary spectralocally stationary processthreshold estimatorwavelet estimationintegrated mean-squared errorcollocation wavelet transformshort-time periodogram

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15)

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Locally adaptive fitting of semiparametric models to nonstationary time series. ⋮ Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra ⋮ Wavelets in statistics: A review ⋮ Wavelet-based density estimation for noise reduction in plasma simulations using particles ⋮ Nonlinear wavelet thresholding: a recursive method to determine the optimal denoising threshold ⋮ Practical powerful wavelet packet tests for second-order stationarity ⋮ Local spectral analysis using wavelet packets ⋮ Adaptive covariance estimation of locally stationary processes ⋮ Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment ⋮ A wavelet analysis for time series

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